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Vector

Calculus

Michael Corral

Vector Calculus

Michael Corral

Schoolcraft College

About the author:

Michael Corral is an Adjunct Faculty member of the Department of Mathematics at

Schoolcraft College. He received a B.A. in Mathematics from the University of California

at Berkeley, and received an M.A. in Mathematics and an M.S. in Industrial & Operations

Engineering from the University of Michigan.

This text was typeset in L

A

T

E

X2

editor on a Fedora Linux system. The graphics were created using MetaPost, PGF, and

Gnuplot.

Copyright 2008 Michael Corral.

Permission is granted to copy, distribute and/or modify this document under the terms of the

GNU Free Documentation License, Version 1.2 or any later version published by the Free

Software Foundation; with no Invariant Sections, no Front-Cover Texts, and no Back-Cover

Texts. A copy of the license is included in the section entitled GNU Free Documentation

License.

Preface

This book covers calculus in two and three variables. It is suitable for a one-semester course,

normally known as Vector Calculus, Multivariable Calculus, or simply Calculus III.

The prerequisites are the standard courses in single-variable calculus (a.k.a. Calculus I and

II).

I have tried to be somewhat rigorous about proving results. But while it is important for

students to see full-blown proofs - since that is how mathematics works - too much rigor and

emphasis on proofs can impede the ow of learning for the vast majority of the audience at

this level. If I were to rate the level of rigor in the book on a scale of 1 to 10, with 1 being

completely informal and 10 being completely rigorous, I would rate it as a 5.

There are 420 exercises throughout the text, which in my experience are more than

enough for a semester course in this subject. There are exercises at the end of each sec-

tion, divided into three categories: A, B and C. The A exercises are mostly of a routine

computational nature, the B exercises are slightly more involved, and the C exercises usu-

ally require some effort or insight to solve. A crude way of describing A, B and C would be

Easy, Moderate and Challenging, respectively. However, many of the B exercises are

easy and not all the C exercises are difcult.

There are a few exercises that require the student to write his or her own computer pro-

gram to solve some numerical approximation problems (e.g. the Monte Carlo method for

approximating multiple integrals, in Section 3.4). The code samples in the text are in the

Java programming language, hopefully with enough comments so that the reader can gure

out what is being done even without knowing Java. Those exercises do not mandate the use

of Java, so students are free to implement the solutions using the language of their choice.

While it would have been simple to use a scripting language like Python, and perhaps even

easier with a functional programming language (such as Haskell or Scheme), Java was cho-

sen due to its ubiquity, relatively clear syntax, and easy availability for multiple platforms.

Answers and hints to most odd-numbered and some even-numbered exercises are pro-

vided in Appendix A. Appendix B contains a proof of the right-hand rule for the cross prod-

uct, which seems to have virtually disappeared from calculus texts over the last few decades.

Appendix C contains a brief tutorial on Gnuplot for graphing functions of two variables.

This book is released under the GNU Free Documentation License (GFDL), which allows

others to not only copy and distribute the book but also to modify it. For more details, see

the included copy of the GFDL. So that there is no ambiguity on this matter, anyone can

make as many copies of this book as desired and distribute it as desired, without needing

my permission. The PDF version will always be freely available to the public at no cost

(go to http://www.mecmath.net). Feel free to contact me at mcorral@schoolcraft.edu for

iii

iv Preface

any questions on this or any other matter involving the book (e.g. comments, suggestions,

corrections, etc). I welcome your input.

Finally, I would like to thank my students in Math 240 for being the guinea pigs for the

initial draft of this book, and for nding the numerous errors and typos it contained.

January 2008 MICHAEL CORRAL

Contents

Preface iii

1 Vectors in Euclidean Space 1

1.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1

1.2 Vector Algebra . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9

1.3 Dot Product . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15

1.4 Cross Product . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20

1.5 Lines and Planes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31

1.6 Surfaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40

1.7 Curvilinear Coordinates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47

1.8 Vector-Valued Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51

1.9 Arc Length . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59

2 Functions of Several Variables 65

2.1 Functions of Two or Three Variables . . . . . . . . . . . . . . . . . . . . . . . . . . 65

2.2 Partial Derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71

2.3 Tangent Plane to a Surface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75

2.4 Directional Derivatives and the Gradient . . . . . . . . . . . . . . . . . . . . . . . 78

2.5 Maxima and Minima . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 83

2.6 Unconstrained Optimization: Numerical Methods . . . . . . . . . . . . . . . . . . 89

2.7 Constrained Optimization: Lagrange Multipliers . . . . . . . . . . . . . . . . . . 96

3 Multiple Integrals 101

3.1 Double Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101

3.2 Double Integrals Over a General Region . . . . . . . . . . . . . . . . . . . . . . . . 105

3.3 Triple Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 110

3.4 Numerical Approximation of Multiple Integrals . . . . . . . . . . . . . . . . . . . 113

3.5 Change of Variables in Multiple Integrals . . . . . . . . . . . . . . . . . . . . . . . 117

3.6 Application: Center of Mass . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 124

3.7 Application: Probability and Expected Value . . . . . . . . . . . . . . . . . . . . . 128

4 Line and Surface Integrals 135

4.1 Line Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 135

4.2 Properties of Line Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 143

4.3 Greens Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 150

v

vi Contents

4.4 Surface Integrals and the Divergence Theorem . . . . . . . . . . . . . . . . . . . . 156

4.5 Stokes Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 165

4.6 Gradient, Divergence, Curl and Laplacian . . . . . . . . . . . . . . . . . . . . . . . 177

Bibliography 187

Appendix A: Answers and Hints to Selected Exercises 189

Appendix B: Proof of the Right-Hand Rule for the Cross Product 192

Appendix C: 3D Graphing with Gnuplot 196

GNU Free Documentation License 201

History 209

Index 210

1 Vectors in Euclidean Space

1.1 Introduction

In single-variable calculus, the functions that one encounters are functions of a variable

(usually x or t) that varies over some subset of the real number line (which we denote by R).

For such a function, say, y f (x), the graph of the function f consists of the points (x, y)

(x, f (x)). These points lie in the Euclidean plane, which, in the Cartesian or rectangular

coordinate system, consists of all ordered pairs of real numbers (a, b). We use the word

Euclidean to denote a system in which all the usual rules of Euclidean geometry hold. We

denote the Euclidean plane by R

2

; the 2 represents the number of dimensions of the plane.

The Euclidean plane has two perpendicular coordinate axes: the x-axis and the y-axis.

In vector (or multivariable) calculus, we will deal with functions of two or three variables

(usually x, y or x, y, z, respectively). The graph of a function of two variables, say, z f (x, y),

lies in Euclidean space, which in the Cartesian coordinate system consists of all ordered

triples of real numbers (a, b, c). Since Euclidean space is 3-dimensional, we denote it by R

3

.

The graph of f consists of the points (x, y, z) (x, y, f (x, y)). The 3-dimensional coordinate

system of Euclidean space can be represented on a at surface, such as this page or a black-

board, only by giving the illusion of three dimensions, in the manner shown in Figure 1.1.1.

Euclidean space has three mutually perpendicular coordinate axes (x, y and z), and three

mutually perpendicular coordinate planes: the xy-plane, yz-plane and xz-plane (see Figure

1.1.2).

x

y

z

0

P(a, b, c)

a

b

c

Figure 1.1.1

x

y

z

0

yz-plane

xy-plane

xz-plane

Figure 1.1.2

1

2 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

The coordinate system shown in Figure 1.1.1 is known as a right-handed coordinate

system, because it is possible, using the right hand, to point the index nger in the positive

direction of the x-axis, the middle nger in the positive direction of the y-axis, and the thumb

in the positive direction of the z-axis, as in Figure 1.1.3.

x

z

y

0

Figure 1.1.3 Right-handed coordinate system

An equivalent way of dening a right-handed system is if you can point your thumb up-

wards in the positive z-axis direction while using the remaining four ngers to rotate the

x-axis towards the y-axis. Doing the same thing with the left hand is what denes a left-

handed coordinate system. Notice that switching the x- and y-axes in a right-handed

system results in a left-handed system, and that rotating either type of system does not

change its handedness. Throughout the book we will use a right-handed system.

For functions of three variables, the graphs exist in 4-dimensional space (i.e. R

4

), which

we can not see in our 3-dimensional space, let alone simulate in 2-dimensional space. So

we can only think of 4-dimensional space abstractly. For an entertaining discussion of this

subject, see the book by ABBOTT.

1

So far, we have discussed the position of an object in 2-dimensional or 3-dimensional space.

But what about something such as the velocity of the object, or its acceleration? Or the

gravitational force acting on the object? These phenomena all seem to involve motion and

direction in some way. This is where the idea of a vector comes in.

1

One thing you will learn is why a 4-dimensional creature would be able to reach inside an egg and remove the

yolk without cracking the shell!

1.1 Introduction 3

You have already dealt with velocity and acceleration in single-variable calculus. For

example, for motion along a straight line, if y f (t) gives the displacement of an object after

time t, then dy/dt f

(t) is the velocity of the object at time t. The derivative f

(t) is just a

number, which is positive if the object is moving in an agreed-upon positive direction, and

negative if it moves in the opposite of that direction. So you can think of that number, which

was called the velocity of the object, as having two components: a magnitude, indicated

by a nonnegative number, preceded by a direction, indicated by a plus or minus symbol

(representing motion in the positive direction or the negative direction, respectively), i.e.

f

(t) a for some number a 0. Then a is the magnitude of the velocity (normally called

the speed of the object), and the represents the direction of the velocity (though the + is

usually omitted for the positive direction).

For motion along a straight line, i.e. in a 1-dimensional space, the velocities are also con-

tained in that 1-dimensional space, since they are just numbers. For general motion along a

curve in 2- or 3-dimensional space, however, velocity will need to be represented by a multi-

dimensional object which should have both a magnitude and a direction. A geometric object

which has those features is an arrow, which in elementary geometry is called a directed line

segment. This is the motivation for how we will dene a vector.

Denition 1.1. A (nonzero) vector is a directed line segment drawn from a point P (called

its initial point) to a point Q (called its terminal point), with P and Q being distinct

points. The vector is denoted by

denoted by

_

_

PQ

_

_

, and its direction is the same as that of the directed line segment. The

zero vector is just a point, and it is denoted by 0.

To indicate the direction of a vector, we draw an arrow from its initial point to its terminal

point. We will often denote a vector by a single bold-faced letter (e.g. v) and use the terms

magnitude and length interchangeably. Note that our denition could apply to systems

with any number of dimensions (see Figure 1.1.4 (a)-(c)).

0 x

P Q R S

PQ

RS

(a) One dimension

x

y

0

P

Q

R

S

P

Q

RS

v

(b) Two dimensions

x

y

z

0

P

Q

R

S

P

Q

R

S

v

(c) Three dimensions

Figure 1.1.4 Vectors in different dimensions

4 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

A few things need to be noted about the zero vector. Our motivation for what a vector is

included the notions of magnitude and direction. What is the magnitude of the zero vector?

We dene it to be zero, i.e. |0| 0. This agrees with the denition of the zero vector as just

a point, which has zero length. What about the direction of the zero vector? A single point

really has no well-dened direction. Notice that we were careful to only dene the direction

of a nonzero vector, which is well-dened since the initial and terminal points are distinct.

Not everyone agrees on the direction of the zero vector. Some contend that the zero vector

has arbitrary direction (i.e. can take any direction), some say that it has indeterminate

direction (i.e. the direction can not be determined), while others say that it has no direction.

Our denition of the zero vector, however, does not require it to have a direction, and we will

leave it at that.

2

Now that we know what a vector is, we need a way of determining when two vectors are

equal. This leads us to the following denition.

Denition 1.2. Two nonzero vectors are equal if they have the same magnitude and the

same direction. Any vector with zero magnitude is equal to the zero vector.

By this denition, vectors with the same magnitude and direction but with different initial

points would be equal. For example, in Figure 1.1.5 the vectors u, v and w all have the same

magnitude

_

5 (by the Pythagorean Theorem). And we see that u and w are parallel, since

they lie on lines having the same slope

1

2

, and they point in the same direction. So u w,

even though they have different initial points. We also see that v is parallel to u but points

in the opposite direction. So u/v.

1

2

3

4

1 2 3 4

x

y

0

u

v

w

Figure 1.1.5

So we can see that there are an innite number of vectors for a given magnitude and

direction, those vectors all being equal and differing only by their initial and terminal points.

Is there a single vector which we can choose to represent all those equal vectors? The answer

is yes, and is suggested by the vector w in Figure 1.1.5.

2

In the subject of linear algebra there is a more abstract way of dening a vector where the concept of direction

is not really used. See ANTON and RORRES.

1.1 Introduction 5

Unless otherwise indicated, when speaking of the vector with a given magnitude and

direction, we will mean the one whose initial point is at the origin of the coordinate

system.

Thinking of vectors as starting from the origin provides a way of dealing with vectors in

a standard way, since every coordinate system has an origin. But there will be times when

it is convenient to consider a different initial point for a vector (for example, when adding

vectors, which we will do in the next section).

Another advantage of using the origin as the initial point is that it provides an easy cor-

respondence between a vector and its terminal point.

Example 1.1. Let v be the vector in R

3

whose initial point is at the origin and whose ter-

minal point is (3, 4, 5). Though the point (3, 4, 5) and the vector v are different objects, it is

convenient to write v (3, 4, 5). When doing this, it is understood that the initial point of v

is at the origin (0, 0, 0) and the terminal point is (3, 4, 5).

x

y

z

0

P(3, 4, 5)

(a) The point (3,4,5)

x

y

z

0

v(3, 4, 5)

(b) The vector (3,4,5)

Figure 1.1.6 Correspondence between points and vectors

Unless otherwise stated, when we refer to vectors as v (a, b) in R

2

or v (a, b, c) in R

3

,

we mean vectors in Cartesian coordinates starting at the origin. Also, we will write the zero

vector 0 in R

2

and R

3

as (0, 0) and (0, 0, 0), respectively.

The point-vector correspondence provides an easy way to check if two vectors are equal,

without having to determine their magnitude and direction. Similar to seeing if two points

are the same, you are now seeing if the terminal points of vectors starting at the origin

are the same. For each vector, nd the (unique!) vector it equals whose initial point is

the origin. Then compare the coordinates of the terminal points of these new vectors: if

those coordinates are the same, then the original vectors are equal. To get the new vectors

starting at the origin, you translate each vector to start at the origin by subtracting the

coordinates of the original initial point from the original terminal point. The resulting point

will be the terminal point of the new vector whose initial point is the origin. Do this for

each original vector then compare.

6 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

Example 1.2. Consider the vectors

PQ and

RS in R

3

, where P (2, 1, 5), Q (3, 5, 7), R

(1, 3, 2) and S (2, 1, 0). Does

PQ

RS?

Solution: The vector

PQ is equal to the vector v with initial point (0, 0, 0) and terminal point

QP (3, 5, 7) (2, 1, 5) (32, 51, 75) (1, 4, 2).

Similarly,

RS is equal to the vector w with initial point (0, 0, 0) and terminal point SR

(2, 1, 0) (1, 3, 2) (21, 1(3), 0(2)) (1, 4, 2).

So

PQ v (1, 4, 2) and

RS w(1, 4, 2).

PQ

RS

y

z

x

0

P

Q

R

S

Translate

PQ to v

Translate

RS to w

P

(2, 1, 5)

Q

(3, 5, 7)

R

(1, 3, 2)

S

(2, 1, 0)

(1, 4, 2)

vw

Figure 1.1.7

Recall the distance formula for points in the Euclidean plane:

For points P (x

1

, y

1

), Q (x

2

, y

2

) in R

2

, the distance d between P and Q is:

d

_

(x

2

x

1

)

2

+(y

2

y

1

)

2

(1.1)

By this formula, we have the following result:

For a vector

PQ in R

2

with initial point P (x

1

, y

1

) and terminal point

Q (x

2

, y

2

), the magnitude of

PQ is:

_

_

PQ

_

_

_

(x

2

x

1

)

2

+(y

2

y

1

)

2

(1.2)

1.1 Introduction 7

Finding the magnitude of a vector v (a, b) in R

2

is a special case of formula (1.2) with

P (0, 0) and Q (a, b) :

For a vector v (a, b) in R

2

, the magnitude of v is:

|v|

_

a

2

+b

2

(1.3)

To calculate the magnitude of vectors in R

3

, we need a distance formula for points in

Euclidean space (we will postpone the proof until the next section):

Theorem 1.1. The distance d between points P (x

1

, y

1

, z

1

) and Q (x

2

, y

2

, z

2

) in R

3

is:

d

_

(x

2

x

1

)

2

+(y

2

y

1

)

2

+(z

2

z

1

)

2

(1.4)

The proof will use the following result:

Theorem 1.2. For a vector v (a, b, c) in R

3

, the magnitude of v is:

|v|

_

a

2

+b

2

+c

2

(1.5)

Proof: There are four cases to consider:

Case 1: a b c 0. Then v 0, so |v| 0

_

0

2

+0

2

+0

2

_

a

2

+b

2

+c

2

.

Case 2: exactly two of a, b, c are 0. Without loss of generality, we assume that a b 0 and

c /0 (the other two possibilities are handled in a similar manner). Then v (0, 0, c), which

is a vector of length [ c[ along the z-axis. So |v| [c[

_

c

2

_

0

2

+0

2

+c

2

_

a

2

+b

2

+c

2

.

Case 3: exactly one of a, b, c is 0. Without loss of generality, we assume that a 0, b / 0

and c / 0 (the other two possibilities are handled in a similar manner). Then v (0, b, c),

which is a vector in the yz-plane, so by the Pythagorean Theorem we have |v|

_

b

2

+c

2

_

0

2

+b

2

+c

2

_

a

2

+b

2

+c

2

.

x

y

z

0

a

Q(a, b, c)

S

P

R

b

c

v

Figure 1.1.8

Case 4: none of a, b, c are 0. Without loss of generality, we can as-

sume that a, b, c are all positive (the other seven possibilities are

handled in a similar manner). Consider the points P (0, 0, 0),

Q (a, b, c), R (a, b, 0), and S (a, 0, 0), as shown in Figure

1.1.8. Applying the Pythagorean Theorem to the right trian-

gle PSR gives [PR[

2

a

2

+ b

2

. A second application of the

Pythagorean Theorem, this time to the right triangle PQR,

gives |v| [PQ[

_

[PR[

2

+[QR[

2

_

a

2

+b

2

+c

2

.

This proves the theorem. QED

8 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

Example 1.3. Calculate the following:

(a) The magnitude of the vector

PQ in R

2

with P (1, 2) and Q (5, 5).

Solution: By formula (1.2),

_

_

PQ

_

_

_

(5(1))

2

+(52)

2

_

36+9

_

45 3

_

5.

(b) The magnitude of the vector v (8, 3) in R

2

.

Solution: By formula (1.3), |v|

_

8

2

+3

2

_

73.

(c) The distance between the points P (2, 1, 4) and Q (4, 2, 3) in R

2

.

Solution: By formula (1.4), the distance d

_

(42)

2

+(2(1))

2

+(34)

2

_

4+9+49

_

62.

(d) The magnitude of the vector v (5, 8, 2) in R

3

.

Solution: By formula (1.5), |v|

_

5

2

+8

2

+(2)

2

_

25+64+4

_

93.

Exercises

A

1. Calculate the magnitudes of the following vectors:

(a) v (2, 1) (b) v (2, 1, 0) (c) v (3, 2, 2) (d) v (0, 0, 1) (e) v (6, 4, 4)

2. For the points P (1, 1, 1), Q (2, 2, 2), R (2, 0, 1), S (3, 1, 2), does

PQ

RS?

3. For the points P (0, 0, 0), Q (1, 3, 2), R (1, 0, 1), S (2, 3, 4), does

PQ

RS?

B

4. Let v (1, 0, 0) and w(a, 0, 0) be vectors in R

3

. Show that |w| [a[ |v|.

5. Let v (a, b, c) and w(3a, 3b, 3c) be vectors in R

3

. Show that |w| 3|v|.

C

x

y

z

0

P(x

1

, y

1

, z

1

)

Q(x

2

, y

2

, z

2

)

R(x

2

, y

2

, z

1

)

S(x

1

, y

1

, 0)

T(x

2

, y

2

, 0)

U(x

2

, y

1

, 0)

Figure 1.1.9

6. Though we will see a simple proof of Theorem 1.1

in the next section, it is possible to prove it using

methods similar to those in the proof of Theorem

1.2. Prove the special case of Theorem 1.1 where the

points P (x

1

, y

1

, z

1

) and Q (x

2

, y

2

, z

2

) satisfy the fol-

lowing conditions:

x

2

> x

1

>0, y

2

> y

1

>0, and z

2

> z

1

>0.

(Hint: Think of Case 4 in the proof of Theorem 1.2,

and consider Figure 1.1.9.)

1.2 Vector Algebra 9

1.2 Vector Algebra

Now that we know what vectors are, we can start to perform some of the usual algebraic

operations on them (e.g. addition, subtraction). Before doing that, we will introduce the

notion of a scalar.

Denition 1.3. A scalar is a quantity that can be represented by a single number.

For our purposes, scalars will always be real numbers.

3

Examples of scalar quantities are

mass, electric charge, and speed (not velocity).

4

We can now dene scalar multiplication of

a vector.

Denition 1.4. For a scalar k and a nonzero vector v, the scalar multiple of v by k,

denoted by kv, is the vector whose magnitude is [ k[ |v|, points in the same direction as v if

k >0, points in the opposite direction as v if k <0, and is the zero vector 0 if k 0. For the

zero vector 0, we dene k0 0 for any scalar k.

Two vectors v and ware parallel (denoted by v w) if one is a scalar multiple of the other.

You can think of scalar multiplication of a vector as stretching or shrinking the vector, and

as ipping the vector in the opposite direction if the scalar is a negative number (see Figure

1.2.1).

v

2v 3v 0.5v

v

2v

Figure 1.2.1

Recall that translating a nonzero vector means that the initial point of the vector is

changed but the magnitude and direction are preserved. We are now ready to dene the

sum of two vectors.

Denition 1.5. The sum of vectors v and w, denoted by v+w, is obtained by translating

w so that its initial point is at the terminal point of v; the initial point of v+w is the initial

point of v, and its terminal point is the new terminal point of w.

3

The term scalar was invented by 19

th

century Irish mathematician, physicist and astronomer William Rowan

Hamilton, to convey the sense of something that could be represented by a point on a scale or graduated ruler.

The word vector comes from Latin, where it means carrier.

4

An alternate denition of scalars and vectors, used in physics, is that under certain types of coordinate trans-

formations (e.g. rotations), a quantity that is not affected is a scalar, while a quantity that is affected (in a

certain way) is a vector. See MARION for details.

10 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

Intuitively, adding w to v means tacking on w to the end of v (see Figure 1.2.2).

v

w

(a) Vectors v and w

v

w

(b) Translate w to the end of v

v

w

v+w

(c) The sum v+w

Figure 1.2.2 Adding vectors v and w

Notice that our denition is valid for the zero vector (which is just a point, and hence can

be translated), and so we see that v+0 v 0+v for any vector v. In particular, 0+0 0.

Also, it is easy to see that v+(v) 0, as we would expect. In general, since the scalar

multiple v 1v is a well-dened vector, we can dene vector subtraction as follows:

vwv+(w). See Figure 1.2.3.

v

w

(a) Vectors v and w

v

w

(b) Translate w to the end of v

v

w

vw

(c) The difference vw

Figure 1.2.3 Subtracting vectors v and w

Figure 1.2.4 shows the use of geometric proofs of various laws of vector algebra, that is,

it uses laws from elementary geometry to prove statements about vectors. For example, (a)

shows that v+ww+v for any vectors v, w. And (c) shows how you can think of vw as

the vector that is tacked on to the end of w to add up to v.

v

v

w w

w+v

v+w

(a) Add vectors

w

w

vw

vw

v

(b) Subtract vectors

v

w

v+w

vw

(c) Combined add/subtract

Figure 1.2.4 Geometric vector algebra

Notice that we have temporarily abandoned the practice of starting vectors at the origin.

In fact, we have not even mentioned coordinates in this section so far. Since we will deal

mostly with Cartesian coordinates in this book, the following two theorems are useful for

performing vector algebra on vectors in R

2

and R

3

starting at the origin.

1.2 Vector Algebra 11

Theorem 1.3. Let v (v

1

, v

2

), w(w

1

, w

2

) be vectors in R

2

, and let k be a scalar. Then

(a) kv (kv

1

, kv

2

)

(b) v + w(v

1

+w

1

, v

2

+w

2

)

Proof: (a) Without loss of generality, we assume that v

1

, v

2

> 0 (the other possibilities are

handled in a similar manner). If k 0 then kv 0v 0 (0, 0) (0v

1

, 0v

2

) (kv

1

, kv

2

), which

is what we needed to show. If k /0, then (kv

1

, kv

2

) lies on a line with slope

kv

2

kv

1

v

2

v

1

, which

is the same as the slope of the line on which v (and hence kv) lies, and (kv

1

, kv

2

) points in

the same direction on that line as kv. Also, by formula (1.3) the magnitude of (kv

1

, kv

2

) is

_

(kv

1

)

2

+(kv

2

)

2

_

k

2

v

2

1

+k

2

v

2

2

_

k

2

(v

2

1

+v

2

2

) [ k[

_

v

2

1

+v

2

2

[ k[ |v|. So kv and (kv

1

, kv

2

)

have the same magnitude and direction. This proves (a).

x

y

0

w

2

v

2

w

1

v

1

v

1

+w

1

v

2

+w

2

w

2

w

1

v

v

w

w

v+w

Figure 1.2.5

(b) Without loss of generality, we assume that

v

1

, v

2

, w

1

, w

2

> 0 (the other possibilities are han-

dled in a similar manner). From Figure 1.2.5, we

see that when translating wto start at the end of

v, the new terminal point of w is (v

1

+w

1

, v

2

+w

2

),

so by the denition of v+w this must be the ter-

minal point of v+w. This proves (b). QED

Theorem 1.4. Let v (v

1

, v

2

, v

3

), w(w

1

, w

2

, w

3

) be vectors in R

3

, let k be a scalar. Then

(a) kv (kv

1

, kv

2

, kv

3

)

(b) v + w(v

1

+w

1

, v

2

+w

2

, v

3

+w

3

)

The following theorem summarizes the basic laws of vector algebra.

Theorem 1.5. For any vectors u, v, w, and scalars k, l, we have

(a) v+ww+v Commutative Law

(b) u+(v+w) (u+v) +w Associative Law

(c) v+0 v 0+v Additive Identity

(d) v+(v) 0 Additive Inverse

(e) k(lv) (kl)v Associative Law

(f) k(v+w) kv+kw Distributive Law

(g) (k+l)v kv+lv Distributive Law

Proof: (a) We already presented a geometric proof of this in Figure 1.2.4(a).

(b) To illustrate the difference between analytic proofs and geometric proofs in vector alge-

bra, we will present both types here. For the analytic proof, we will use vectors in R

3

(the

proof for R

2

is similar).

12 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

Let u(u

1

, u

2

, u

3

), v (v

1

, v

2

, v

3

), w(w

1

, w

2

, w

3

) be vectors in R

3

. Then

u+(v+w) (u

1

, u

2

, u

3

) +((v

1

, v

2

, v

3

) +(w

1

, w

2

, w

3

))

(u

1

, u

2

, u

3

) +(v

1

+w

1

, v

2

+w

2

, v

3

+w

3

) by Theorem 1.4(b)

(u

1

+(v

1

+w

1

), u

2

+(v

2

+w

2

), u

3

+(v

3

+w

3

)) by Theorem 1.4(b)

((u

1

+v

1

) +w

1

, (u

2

+v

2

) +w

2

, (u

3

+v

3

) +w

3

) by properties of real numbers

(u

1

+v

1

, u

2

+v

2

, u

3

+v

3

) +(w

1

, w

2

, w

3

) by Theorem 1.4(b)

(u+v) +w

This completes the analytic proof of (b). Figure 1.2.6 provides the geometric proof.

u

v

w

u+v

v+w

u+(v+w) (u+v) +w

Figure 1.2.6 Associative Law for vector addition

(c) We already discussed this on p.10.

(d) We already discussed this on p.10.

(e) We will prove this for a vector v (v

1

, v

2

, v

3

) in R

3

(the proof for R

2

is similar):

k(lv) k(lv

1

, lv

2

, lv

3

) by Theorem 1.4(a)

(klv

1

, klv

2

, klv

3

) by Theorem 1.4(a)

(kl)(v

1

, v

2

, v

3

) by Theorem 1.4(a)

(kl)v

(f) and (g): Left as exercises for the reader. QED

A unit vector is a vector with magnitude 1. Notice that for any nonzero vector v, the

vector

v

|v|

is a unit vector which points in the same direction as v, since

1

|v|

>0 and

_

_

v

|v|

_

_

|v|

|v|

1. Dividing a nonzero vector v by |v| is often called normalizing v.

There are specic unit vectors which we will often use, called the basis vectors:

i (1, 0, 0), j (0, 1, 0), and k(0, 0, 1) in R

3

; i (1, 0) and j (0, 1) in R

2

.

These are useful for several reasons: they are mutually perpendicular, since they lie on

distinct coordinate axes; they are all unit vectors: |i| |j| |k| 1; every vector can

be written as a unique scalar combination of the basis vectors: v (a, b) ai +bj in R

2

,

v (a, b, c) ai +bj +ck in R

3

. See Figure 1.2.7.

1.2 Vector Algebra 13

1

2

1 2

x

y

0

i

j

(a) R

2

x

y

0

ai

bj

v(a, b)

(b) v ai +bj

1

2

1 2

1

2

x

y

z

0

i

j

k

(c) R

3

x

y

z

0

ai

bj

ck

v(a, b, c)

(d) v ai +bj +ck

Figure 1.2.7 Basis vectors in different dimensions

When a vector v (a, b, c) is written as v ai +bj + ck, we say that v is in component

form, and that a, b, and c are the i, j, and k components, respectively, of v. We have:

v v

1

i +v

2

j +v

3

k, k a scalar kv kv

1

i +kv

2

j +kv

3

k

v v

1

i +v

2

j +v

3

k, ww

1

i +w

2

j +w

3

kv+w(v

1

+w

1

)i +(v

2

+w

2

)j +(v

3

+w

3

)k

v v

1

i +v

2

j +v

3

k|v|

_

v

2

1

+v

2

2

+v

2

3

Example 1.4. Let v (2, 1, 1) and w(3, 4, 2) in R

3

.

(a) Find vw.

Solution: vw(23, 1(4), 12) (1, 5, 3)

(b) Find 3v+2w.

Solution: 3v+2w(6, 3, 3) +(6, 8, 4) (12, 5, 1)

(c) Write v and w in component form.

Solution: v 2i +j k, w3i 4j +2k

(d) Find the vector u such that u+v w.

Solution: By Theorem 1.5, uwv(vw) (1, 5, 3) (1, 5, 3), by part(a).

(e) Find the vector u such that u+v+w0.

Solution: By Theorem 1.5, uwv (3, 4, 2) (2, 1, 1) (5, 3, 1).

(f) Find the vector u such that 2u+i 2j k.

Solution: 2ui +2j +ku

1

2

i +j +

1

2

k

(g) Find the unit vector

v

|v|

.

Solution:

v

|v|

1

_

2

2

+1

2

+(1)

2

(2, 1, 1)

_

2

_

6

,

1

_

6

,

1

_

6

_

14 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

We can now easily prove Theorem 1.1 from the previous section. The distance d between

two points P (x

1

, y

1

, z

1

) and Q (x

2

, y

2

, z

2

) in R

3

is the same as the length of the vector wv,

where the vectors v and w are dened as v (x

1

, y

1

, z

1

) and w(x

2

, y

2

, z

2

) (see Figure 1.2.8).

So since wv (x

2

x

1

, y

2

y

1

, z

2

z

1

), then d |wv|

_

(x

2

x

1

)

2

+(y

2

y

1

)

2

+(z

2

z

1

)

2

by

Theorem 1.2.

x

y

z

0

P(x

1

, y

1

, z

1

)

Q(x

2

, y

2

, z

2

)

v

w

wv

Figure 1.2.8 Proof of Theorem 1.2: d |wv|

Exercises

A

1. Let v (1, 5, 2) and w(3, 1, 1).

(a) Find vw. (b) Find v+w. (c) Find

v

|v|

. (d) Find

_

_

1

2

(vw)

_

_

.

(e) Find

_

_

1

2

(v+w)

_

_

. (f) Find 2v+4w. (g) Find v2w.

(h) Find the vector u such that u+v+wi.

(i) Find the vector u such that u+v+w2j +k.

(j) Is there a scalar m such that m(v+2w) k? If so, nd it.

2. For the vectors v and w from Exercise 1, is |vw| |v||w|? If not, which quantity

is larger?

3. For the vectors v and w from Exercise 1, is |v+w| |v|+|w|? If not, which quantity

is larger?

B

4. Prove Theorem 1.5(f) for R

3

. 5. Prove Theorem 1.5(g) for R

3

.

C

6. We know that every vector in R

3

can be written as a scalar combination of the vectors i,

j, and k. Can every vector in R

3

be written as a scalar combination of just i and j, i.e. for

any vector v in R

3

, are there scalars m, n such that v mi +nj? Justify your answer.

1.3 Dot Product 15

1.3 Dot Product

You may have noticed that while we did dene multiplication of a vector by a scalar in the

previous section on vector algebra, we did not dene multiplication of a vector by a vector.

We will now see one type of multiplication of vectors, called the dot product.

Denition 1.6. Let v (v

1

, v

2

, v

3

) and w(w

1

, w

2

, w

3

) be vectors in R

3

.

The dot product of v and w, denoted by v w, is given by:

v wv

1

w

1

+v

2

w

2

+v

3

w

3

(1.6)

Similarly, for vectors v (v

1

, v

2

) and w(w

1

, w

2

) in R

2

, the dot product is:

v wv

1

w

1

+v

2

w

2

(1.7)

Notice that the dot product of two vectors is a scalar, not a vector. So the associative law

that holds for multiplication of numbers and for addition of vectors (see Theorem 1.5(b),(e)),

does not hold for the dot product of vectors. Why? Because for vectors u, v, w, the dot

product u v is a scalar, and so (u v) w is not dened since the left side of that dot product

(the part in parentheses) is a scalar and not a vector.

For vectors v v

1

i +v

2

j +v

3

k and ww

1

i +w

2

j +w

3

k in component form, the dot product

is still v wv

1

w

1

+v

2

w

2

+v

3

w

3

.

Also notice that we dened the dot product in an analytic way, i.e. by referencing vector

coordinates. There is a geometric way of dening the dot product, which we will now develop

as a consequence of the analytic denition.

Denition 1.7. The angle between two nonzero vectors with the same initial point is the

smallest angle between them.

We do not dene the angle between the zero vector and any other vector. Any two nonzero

vectors with the same initial point have two angles between them: and 360

. We will

always choose the smallest nonnegative angle between them, so that 0

180

. See

Figure 1.3.1.

360

(a) 0

< <180

360

(b) 180

360

(c) 0

We can now take a more geometric view of the dot product by establishing a relationship

between the dot product of two vectors and the angle between them.

16 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

Theorem 1.6. Let v, w be nonzero vectors, and let be the angle between them. Then

cos

v w

|v||w|

(1.8)

Proof: We will prove the theorem for vectors in R

3

(the proof for R

2

is similar). Let v

(v

1

, v

2

, v

3

) and w(w

1

, w

2

, w

3

). By the Law of Cosines (see Figure 1.3.2), we have

|vw|

2

|v|

2

+|w|

2

2|v||w|cos (1.9)

(note that equation (1.9) holds even for the degenerate cases 0

and 180

).

x

y

z

0

v

w

vw

Figure 1.3.2

Since vw(v

1

w

1

, v

2

w

2

, v

3

w

3

), expanding |vw|

2

in equation (1.9) gives

|v|

2

+|w|

2

2|v||w|cos (v

1

w

1

)

2

+(v

2

w

2

)

2

+(v

3

w

3

)

2

(v

2

1

2v

1

w

1

+w

2

1

) +(v

2

2

2v

2

w

2

+w

2

2

) +(v

2

3

2v

3

w

3

+w

2

3

)

(v

2

1

+v

2

2

+v

2

3

) +(w

2

1

+w

2

2

+w

2

3

) 2(v

1

w

1

+v

2

w

2

+v

3

w

3

)

|v|

2

+|w|

2

2(v w) , so

2|v||w|cos 2(v w) , so since v /0 and w/0 then

cos

v w

|v||w|

, since |v| >0 and |w| >0. QED

Example 1.5. Find the angle between the vectors v (2, 1, 1) and w(3, 4, 1).

Solution: Since v w(2)(3) +(1)(4) +(1)(1) 1, |v|

_

6, and |w|

_

26, then

cos

v w

|v||w|

1

_

6

_

26

1

2

_

39

0.08 85.41

. Since cos90

Corollary 1.7. Two nonzero vectors v and w are perpendicular if and only if v w0.

We will write v w to indicate that v and w are perpendicular.

1.3 Dot Product 17

Since cos >0 for 0

<90

< 180

, we also have:

Corollary 1.8. If is the angle between nonzero vectors v and w, then

v w is

_

_

>0 for 0

<90

0 for 90

<0 for 90

< 180

By Corollary 1.8, the dot product can be thought of as a way of telling if the angle be-

tween two vectors is acute, obtuse, or a right angle, depending on whether the dot product

is positive, negative, or zero, respectively. See Figure 1.3.3.

0

<90

v

w

(a) v w>0

90

< 180

v

w

(b) v w<0

90

v

w

(c) v w0

Figure 1.3.3 Sign of the dot product & angle between vectors

Example 1.6. Are the vectors v (1, 5, 2) and w(3, 1, 1) perpendicular?

Solution: Yes, v w since v w(1)(3) +(5)(1) +(2)(1) 0.

The following theorem summarizes the basic properties of the dot product.

Theorem 1.9. For any vectors u, v, w, and scalar k, we have

(a) v ww v Commutative Law

(b) (kv) wv (kw) k(v w) Associative Law

(c) v 0 0 0 v

(d) u (v+w) u v+u w Distributive Law

(e) (u+v) wu w+v w Distributive Law

(f) [v w[ |v||w| Cauchy-Schwarz Inequality

5

Proof: The proofs of parts (a)-(e) are straightforward applications of the denition of the

dot product, and are left to the reader as exercises. We will prove part (f).

(f) If either v 0 or w0, then v w0 by part (c), and so the inequality holds trivially. So

assume that v and w are nonzero vectors. Then by Theorem 1.6,

v wcos|v||w| , so

[v w[ [cos[ |v||w| , so

[v w[ |v||w| since [cos[ 1. QED

5

Also known as the Cauchy-Schwarz-Buniakovski Inequality.

18 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

Using Theorem 1.9, we see that if uv 0 and uw0, then u(kv+lw) k(uv)+l(uw)

k(0) +l(0) 0 for all scalars k, l. Thus, we have the following fact:

If uv and uw, then u(kv+lw) for all scalars k, l.

For vectors v and w, the collection of all scalar combinations kv+lw is called the span

of v and w. If nonzero vectors v and w are parallel, then their span is a line; if they are

not parallel, then their span is a plane. So what we showed above is that a vector which is

perpendicular to two other vectors is also perpendicular to their span.

The dot product can be used to derive properties of the magnitudes of vectors, the most

important of which is the Triangle Inequality, as given in the following theorem:

Theorem 1.10. For any vectors v, w, we have

(a) |v|

2

v v

(b) |v+w| |v|+|w| Triangle Inequality

(c) |vw| |v||w|

Proof: (a) Left as an exercise for the reader.

(b) By part (a) and Theorem 1.9, we have

|v+w|

2

(v+w) (v+w) v v+v w+w v+w w

|v|

2

+2(v w) +|w|

2

, so since a [a[ for any real number a, we have

|v|

2

+2[v w[ +|w|

2

, so by Theorem 1.9(f) we have

|v|

2

+2|v||w|+|w|

2

(|v|+|w|)

2

and so

|v+w| |v|+|w| after taking square roots of both sides, which proves (b).

(c) Since v w+(vw), then |v| |w+(vw)| |w|+|vw| by the Triangle Inequality,

so subtracting |w| from both sides gives |v||w| |vw|. QED

v

w

v+w

Figure 1.3.4

The Triangle Inequality gets its name from the fact that in any triangle,

no one side is longer than the sum of the lengths of the other two sides (see

Figure 1.3.4). Another way of saying this is with the familiar statement the

shortest distance between two points is a straight line.

Exercises

A

1. Let v (5, 1, 2) and w(4, 4, 3). Calculate v w.

2. Let v 3i 2j k and w6i +4j +2k. Calculate v w.

For Exercises 3-8, nd the angle between the vectors v and w.

1.3 Dot Product 19

3. v (5, 1, 2), w(4, 4, 3) 4. v (7, 2, 10), w(2, 6, 4)

5. v (2, 1, 4), w(1, 2, 0) 6. v (4, 2, 1), w(8, 4, 2)

7. v i +2j +k, w3i +6j +3k 8. v i, w3i +2j +4k

9. Let v (8, 4, 3) and w(2, 1, 4). Is v w? Justify your answer.

10. Let v (6, 0, 4) and w(0, 2, 1). Is v w? Justify your answer.

11. For v, w from Exercise 5, verify the Cauchy-Schwarz Inequality [v w[ |v||w|.

12. For v, w from Exercise 6, verify the Cauchy-Schwarz Inequality [v w[ |v||w|.

13. For v, w from Exercise 5, verify the Triangle Inequality |v+w| |v|+|w|.

14. For v, w from Exercise 6, verify the Triangle Inequality |v+w| |v|+|w|.

B

Note: Consider only vectors in R

3

for Exercises 15-25.

15. Prove Theorem 1.9(a). 16. Prove Theorem 1.9(b).

17. Prove Theorem 1.9(c). 18. Prove Theorem 1.9(d).

19. Prove Theorem 1.9(e). 20. Prove Theorem 1.10(a).

21. Prove or give a counterexample: If u v u w, then v w.

C

22. Prove or give a counterexample: If v w0 for all v, then w0.

23. Prove or give a counterexample: If u v u w for all u, then v w.

24. Prove that

|v||w|

L

w

v

u

Figure 1.3.5

25. For nonzero vectors v and w, the projection of v onto w (some-

times written as pro j

w

v) is the vector u along the same line L

as w whose terminal point is obtained by dropping a perpendic-

ular line from the terminal point of v to L (see Figure 1.3.5).

Show that

|u|

[v w[

|w|

.

(Hint: Consider the angle between v and w.)

26. Let , , and be the angles between a nonzero vector v in R

3

and the vectors i, j, and

k, respectively. Show that cos

2

+cos

2

+cos

2

1.

(Note: , , are often called the direction angles of v, and cos, cos, cos are called

the direction cosines.)

20 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

1.4 Cross Product

In Section 1.3 we dened the dot product, which gave a way of multiplying two vectors. The

resulting product, however, was a scalar, not a vector. In this section we will dene a product

of two vectors that does result in another vector. This product, called the cross product, is

only dened for vectors in R

3

. The denition may appear strange and lacking motivation,

but we will see the geometric basis for it shortly.

Denition 1.8. Let v (v

1

, v

2

, v

3

) and w(w

1

, w

2

, w

3

) be vectors in R

3

. The cross product

of v and w, denoted by vw, is the vector in R

3

given by:

vw(v

2

w

3

v

3

w

2

, v

3

w

1

v

1

w

3

, v

1

w

2

v

2

w

1

) (1.10)

1

1

1

x

y

z

0

i

j

kij

Figure 1.4.1

Example 1.7. Find i j.

Solution: Since i (1, 0, 0) and j (0, 1, 0), then

i j ((0)(0) (0)(1), (0)(0) (1)(0), (1)(1) (0)(0))

(0, 0, 1)

k

Similarly it can be shown that j ki and ki j.

In the above example, the cross product of the given vectors was perpendicular to both

those vectors. It turns out that this will always be the case.

Theorem 1.11. If the cross product vw of two nonzero vectors v and w is also a nonzero

vector, then it is perpendicular to both v and w.

Proof: We will show that (vw) v 0:

(vw) v (v

2

w

3

v

3

w

2

, v

3

w

1

v

1

w

3

, v

1

w

2

v

2

w

1

) (v

1

, v

2

, v

3

)

v

2

w

3

v

1

v

3

w

2

v

1

+v

3

w

1

v

2

v

1

w

3

v

2

+v

1

w

2

v

3

v

2

w

1

v

3

v

1

v

2

w

3

v

1

v

2

w

3

+w

1

v

2

v

3

w

1

v

2

v

3

+v

1

w

2

v

3

v

1

w

2

v

3

0 , after rearranging the terms.

vwv by Corollary 1.7.

The proof that vww is similar. QED

As a consequence of the above theorem and Theorem 1.9, we have the following:

Corollary 1.12. If the cross product vw of two nonzero vectors v and w is also a nonzero

vector, then it is perpendicular to the span of v and w.

1.4 Cross Product 21

The span of any two nonzero, nonparallel vectors v, w in R

3

is a plane P, so the above

corollary shows that vw is perpendicular to that plane. As shown in Figure 1.4.2, there

are two possible directions for vw, one the opposite of the other. It turns out (see Appendix

B) that the direction of vw is given by the right-hand rule, that is, the vectors v, w, vw

form a right-handed system. Recall from Section 1.1 that this means that you can point your

thumb upwards in the direction of vw while rotating v towards w with the remaining four

ngers.

x

y

z

0

v

w

vw

vw

P

Figure 1.4.2 Direction of vw

We will now derive a formula for the magnitude of vw, for nonzero vectors v, w:

|vw|

2

(v

2

w

3

v

3

w

2

)

2

+(v

3

w

1

v

1

w

3

)

2

+(v

1

w

2

v

2

w

1

)

2

v

2

2

w

2

3

2v

2

w

2

v

3

w

3

+v

2

3

w

2

2

+v

2

3

w

2

1

2v

1

w

1

v

3

w

3

+v

2

1

w

2

3

+v

2

1

w

2

2

2v

1

w

1

v

2

w

2

+v

2

2

w

2

1

v

2

1

(w

2

2

+w

2

3

) +v

2

2

(w

2

1

+w

2

3

) +v

2

3

(w

2

1

+w

2

2

) 2(v

1

w

1

v

2

w

2

+v

1

w

1

v

3

w

3

+v

2

w

2

v

3

w

3

)

and now adding and subtracting v

2

1

w

2

1

, v

2

2

w

2

2

, and v

2

3

w

2

3

on the right side gives

v

2

1

(w

2

1

+w

2

2

+w

2

3

) +v

2

2

(w

2

1

+w

2

2

+w

2

3

) +v

2

3

(w

2

1

+w

2

2

+w

2

3

)

(v

2

1

w

2

1

+v

2

2

w

2

2

+v

2

3

w

2

3

+2(v

1

w

1

v

2

w

2

+v

1

w

1

v

3

w

3

+v

2

w

2

v

3

w

3

))

(v

2

1

+v

2

2

+v

2

3

)(w

2

1

+w

2

2

+w

2

3

)

((v

1

w

1

)

2

+(v

2

w

2

)

2

+(v

3

w

3

)

2

+2(v

1

w

1

)(v

2

w

2

) +2(v

1

w

1

)(v

3

w

3

) +2(v

2

w

2

)(v

3

w

3

))

so using (a+b+c)

2

a

2

+b

2

+c

2

+2ab+2ac +2bc for the subtracted term gives

(v

2

1

+v

2

2

+v

2

3

)(w

2

1

+w

2

2

+w

2

3

) (v

1

w

1

+v

2

w

2

+v

3

w

3

)

2

|v|

2

|w|

2

(v w)

2

|v|

2

|w|

2

_

1

(v w)

2

|v|

2

|w|

2

_

, since |v| >0 and |w| >0, so by Theorem 1.6

|v|

2

|w|

2

(1cos

2

) , where is the angle between v and w, so

|vw|

2

|v|

2

|w|

2

sin

2

, and since 0

180

22 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

If is the angle between nonzero vectors v and w in R

3

, then

|vw| |v||w| sin (1.11)

It may seem strange to bother with the above formula, when the magnitude of the cross

product can be calculated directly, like for any other vector. The formula is more useful for

its applications in geometry, as in the following example.

Example 1.8. Let PQR and PQRS be a triangle and parallelogram, respectively, as shown

in Figure 1.4.3.

b

h h

P P

Q Q R R

S S

v

w

Figure 1.4.3

Think of the triangle as existing in R

3

, and identify the sides QR and QP with vectors v

and w, respectively, in R

3

. Let be the angle between v and w. The area A

PQR

of PQR is

1

2

bh, where b is the base of the triangle and h is the height. So we see that

b |v| and h |w| sin

A

PQR

1

2

|v||w| sin

1

2

|vw|

So since the area A

PQRS

of the parallelogram PQRS is twice the area of the triangle PQR,

then

A

PQRS

|v||w| sin

By the discussion in Example 1.8, we have proved the following theorem:

Theorem 1.13. Area of triangles and parallelograms

(a) The area A of a triangle with adjacent sides v, w (as vectors in R

3

) is:

A

1

2

|vw|

(b) The area A of a parallelogram with adjacent sides v, w (as vectors in R

3

) is:

A |vw|

1.4 Cross Product 23

It may seem at rst glance that since the formulas derived in Example 1.8 were for the

adjacent sides QP and QR only, then the more general statements in Theorem 1.13 that the

formulas hold for any adjacent sides are not justied. We would get a different formula for

the area if we had picked PQ and PR as the adjacent sides, but it can be shown (see Exercise

26) that the different formulas would yield the same value, so the choice of adjacent sides

indeed does not matter, and Theorem 1.13 is valid.

Theorem 1.13 makes it simpler to calculate the area of a triangle in 3-dimensional space

than by using traditional geometric methods.

Example 1.9. Calculate the area of the triangle PQR, where P (2, 4, 7), Q (3, 7, 18),

and R (5, 12, 8).

y

z

x

0

v

w

R(5, 12, 8)

Q(3, 7, 18)

P(2, 4, 7)

Figure 1.4.4

Solution: Let v

PQ and w

v (3, 7, 18)(2, 4, 7) (1, 3, 25) and w(5, 12, 8)(2, 4, 7)

(7, 8, 15), so the area A of the triangle PQR is

A

1

2

|vw|

1

2

|(1, 3, 25) (7, 8, 15)|

1

2

_

_

((3)(15) (25)(8), (25)(7) (1)(15), (1)(8) (3)(7))

_

_

1

2

_

_

(155, 190, 29)

_

_

1

2

_

(155)

2

+(190)

2

+29

2

1

2

_

60966

A 123.46

Example 1.10. Calculate the area of the parallelogram PQRS, where P (1, 1), Q (2, 3),

R (5, 4), and S (4, 2).

x

y

0

1

2

3

4

1 2 3 4 5

P

Q

R

S

v

w

Figure 1.4.5

Solution: Let v

SP and w

v (1, 1) (4, 2) (3, 1) and w (5, 4) (4, 2) (1, 2). But

these are vectors in R

2

, and the cross product is only dened

for vectors in R

3

. However, R

2

can be thought of as the subset

of R

3

such that the z-coordinate is always 0. So we can write

v (3, 1, 0) and w(1, 2, 0). Then the area A of PQRS is

A |vw|

_

_

(3, 1, 0) (1, 2, 0)

_

_

_

_

((1)(0) (0)(2), (0)(1) (3)(0), (3)(2) (1)(1))

_

_

_

_

(0, 0, 5)

_

_

A 5

24 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

The following theorem summarizes the basic properties of the cross product.

Theorem 1.14. For any vectors u, v, w in R

3

, and scalar k, we have

(a) vwwv Anticommutative Law

(b) u(v+w) uv+uw Distributive Law

(c) (u+v) wuw+vw Distributive Law

(d) (kv) wv(kw) k(vw) Associative Law

(e) v0 0 0v

(f) vv 0

(g) vw0 if and only if v w

Proof: The proofs of properties (b)-(f) are straightforward. We will prove parts (a) and (g)

and leave the rest to the reader as exercises.

x

y

z

0

v

w

vw

wv

Figure 1.4.6

(a) By the denition of the cross product and scalar multipli-

cation, we have:

vw(v

2

w

3

v

3

w

2

, v

3

w

1

v

1

w

3

, v

1

w

2

v

2

w

1

)

(v

3

w

2

v

2

w

3

, v

1

w

3

v

3

w

1

, v

2

w

1

v

1

w

2

)

(w

2

v

3

w

3

v

2

, w

3

v

1

w

1

v

3

, w

1

v

2

w

2

v

1

)

wv

Note that this says that vw and wv have the same mag-

nitude but opposite direction (see Figure 1.4.6).

(g) If either v or w is 0 then vw0 by part (e), and either v 0 0w or w0 0v, so v

and w are scalar multiples, i.e. they are parallel.

If both v and w are nonzero, and is the angle between them, then by formula (1.11),

vw0 if and only if |v||w| sin 0, which is true if and only if sin 0 (since |v| >0

and |w| > 0). So since 0

180

or 180

. But the

angle between v and w is 0

or 180

Example 1.11. Adding to Example 1.7, we have

i j k j ki ki j

j i k kj i i kj

i i j j kk0

Recall from geometry that a parallelepiped is a 3-dimensional solid with 6 faces, all of

which are parallelograms.

6

6

An equivalent denition of a parallelepiped is: the collection of all scalar combinations k

1

v

1

+k

2

v

2

+k

3

v

3

of

some vectors v

1

, v

2

, v

3

in R

3

, where 0 k

1

, k

2

, k

3

1.

1.4 Cross Product 25

Example 1.12. Volume of a parallelepiped: Let the vectors u, v, w in R

3

represent adjacent

sides of a parallelepiped P, with u, v, w forming a right-handed system, as in Figure 1.4.7.

Show that the volume of P is the scalar triple product u (vw).

h

u

w

v

vw

Figure 1.4.7 Parallelepiped P

Solution: Recall that the volume vol(P) of a par-

allelepiped P is the area A of the base parallel-

ogram times the height h. By Theorem 1.13(b),

the area A of the base parallelogram is |vw|.

And we can see that since vw is perpendicular

to the base parallelogram determined by v and

w, then the height h is |u| cos, where is the

angle between u and vw. By Theorem 1.6 we

know that

cos

u (vw)

|u||vw|

. Hence,

vol(P) Ah

|vw|

|u|u (vw)

|u||vw|

u (vw)

In Example 1.12 the height h of the parallelepiped is |u| cos, and not |u| cos, be-

cause the vector u is on the same side of the base parallelograms plane as the vector vw

(so that cos > 0). Since the volume is the same no matter which base and height we use,

then repeating the same steps using the base determined by u and v (since w is on the same

side of that bases plane as uv), the volume is w (uv). Repeating this with the base

determined by w and u, we have the following result:

For any vectors u, v, w in R

3

,

u (vw) w (uv) v (wu) (1.12)

(Note that the equalities hold trivially if any of the vectors are 0.)

Since vwwv for any vectors v, w in R

3

, then picking the wrong order for the three

adjacent sides in the scalar triple product in formula (1.12) will give you the negative of the

volume of the parallelepiped. So taking the absolute value of the scalar triple product for

any order of the three adjacent sides will always give the volume:

Theorem 1.15. If vectors u, v, w in R

3

represent any three adjacent sides of a paral-

lelepiped, then the volume of the parallelepiped is [u (vw)[.

Another type of triple product is the vector triple product u(vw). The proof of the

following theorem is left as an exercise for the reader:

26 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

Theorem 1.16. For any vectors u, v, w in R

3

,

u(vw) (u w)v(u v)w (1.13)

An examination of the formula in Theorem 1.16 gives some idea of the geometry of the

vector triple product. By the right side of formula (1.13), we see that u(vw) is a scalar

combination of v and w, and hence lies in the plane containing v and w (i.e. u(vw), v

and w are coplanar). This makes sense since, by Theorem 1.11, u(vw) is perpendicular

to both u and vw. In particular, being perpendicular to vw means that u(vw) lies

in the plane containing v and w, since that plane is itself perpendicular to vw. But then

how is u(vw) also perpendicular to u, which could be any vector? The following example

may help to see how this works.

Example 1.13. Find u(vw) for u(1, 2, 4), v (2, 2, 0), w(1, 3, 0).

Solution: Since u v 6 and u w7, then

u(vw) (u w)v(u v)w

7(2, 2, 0) 6(1, 3, 0) (14, 14, 0) (6, 18, 0)

(8, 4, 0)

Note that v and w lie in the xy-plane, and that u(vw) also lies in that plane. Also,

u(vw) is perpendicular to both u and vw(0, 0, 4) (see Figure 1.4.8).

y

z

x

0

u

v

w

v w

u (v w)

Figure 1.4.8

For vectors v v

1

i+v

2

j+v

3

k and ww

1

i+w

2

j+w

3

k in component form, the cross product

is written as: vw(v

2

w

3

v

3

w

2

)i+(v

3

w

1

v

1

w

3

)j+(v

1

w

2

v

2

w

1

)k. It is often easier to use the

component form for the cross product, because it can be represented as a determinant. We

will not go too deeply into the theory of determinants

7

; we will just cover what is essential

for our purposes.

7

See ANTON and RORRES for a fuller development.

1.4 Cross Product 27

A 22 matrix is an array of two rows and two columns of scalars, written as

_

a b

c d

_

or

_

a b

c d

_

where a, b, c, d are scalars. The determinant of such a matrix, written as

a b

c d

or det

_

a b

c d

_

,

is the scalar dened by the following formula:

a b

c d

adbc

It may help to remember this formula as being the product of the scalars on the downward

diagonal minus the product of the scalars on the upward diagonal.

Example 1.14.

1 2

3 4

(1)(4) (2)(3) 46 2

A 33 matrix is an array of three rows and three columns of scalars, written as

_

_

a

1

a

2

a

3

b

1

b

2

b

3

c

1

c

2

c

3

_

_

or

_

_

a

1

a

2

a

3

b

1

b

2

b

3

c

1

c

2

c

3

_

_

,

and its determinant is given by the formula:

a

1

a

2

a

3

b

1

b

2

b

3

c

1

c

2

c

3

a

1

b

2

b

3

c

2

c

3

a

2

b

1

b

3

c

1

c

3

+ a

3

b

1

b

2

c

1

c

2

(1.14)

One way to remember the above formula is the following: multiply each scalar in the rst

row by the determinant of the 22 matrix that remains after removing the row and column

that contain that scalar, then sum those products up, putting alternating plus and minus

signs in front of each (starting with a plus).

Example 1.15.

1 0 2

4 1 3

1 0 2

1 3

0 2

4 3

1 2

+ 2

4 1

1 0

28 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

We dened the determinant as a scalar, derived from algebraic operations on scalar en-

tries in a matrix. However, if we put three vectors in the rst row of a 33 matrix, then

the denition still makes sense, since we would be performing scalar multiplication on those

three vectors (they would be multiplied by the 22 scalar determinants as before). This gives

us a determinant that is now a vector, and lets us write the cross product of v v

1

i+v

2

j+v

3

k

and ww

1

i +w

2

j +w

3

k as a determinant:

vw

i j k

v

1

v

2

v

3

w

1

w

2

w

3

v

2

v

3

w

2

w

3

v

1

v

3

w

1

w

3

j +

v

1

v

2

w

1

w

2

k

(v

2

w

3

v

3

w

2

)i +(v

3

w

1

v

1

w

3

)j +(v

1

w

2

v

2

w

1

)k

Example 1.16. Let v 4i j +3k and wi +2k. Then

vw

i j k

4 1 3

1 0 2

1 3

0 2

4 3

1 2

j +

4 1

1 0

k2i 5j +k

The scalar triple product can also be written as a determinant. In fact, by Example 1.12,

the following theorem provides an alternate denition of the determinant of a 33 matrix

as the volume of a parallelepiped whose adjacent sides are the rows of the matrix and form

a right-handed system (a left-handed system would give the negative volume).

Theorem 1.17. For any vectors u(u

1

, u

2

, u

3

), v (v

1

, v

2

, v

3

), w(w

1

, w

2

, w

3

) in R

3

:

u (vw)

u

1

u

2

u

3

v

1

v

2

v

3

w

1

w

2

w

3

(1.15)

Example 1.17. Find the volume of the parallelepiped with adjacent sides u (2, 1, 3), v

(1, 3, 2), w(1, 1, 2) (see Figure 1.4.9).

y

z

x

0

u

v

w

Figure 1.4.9 P

Solution: By Theorem 1.15, the volume vol(P) of the parallelepiped

P is the absolute value of the scalar triple product of the three

adjacent sides (in any order). By Theorem 1.17,

u (vw)

2 1 3

1 3 2

1 1 2

3 2

1 2

1 2

1 2

+ 3

1 3

1 1

vol(P) [28[ 28.

1.4 Cross Product 29

Interchanging the dot and cross products can be useful in proving vector identities:

Example 1.18. Prove: (uv) (wz)

u w u z

v w v z

3

.

Solution: Let x uv. Then

(uv) (wz) x (wz)

w (zx) (by formula (1.12))

w (z(uv))

w ((z v)u(z u)v) (by Theorem 1.16)

(z v)(w u) (z u)(w v)

(u w)(v z) (u z)(v w) (by commutativity of the dot product).

u w u z

v w v z

Exercises

A

For Exercises 1-6, calculate vw.

1. v (5, 1, 2), w(4, 4, 3) 2. v (7, 2, 10), w(2, 6, 4)

3. v (2, 1, 4), w(1, 2, 0) 4. v (1, 3, 2), w(7, 2, 10)

5. v i +2j +k, w3i +6j +3k 6. v i, w3i +2j +4k

For Exercises 7-8, calculate the area of the triangle PQR.

7. P (5, 1, 2), Q (4, 4, 3), R (2, 4, 0) 8. P (4, 0, 2), Q (2, 1, 5), R (1, 0, 1)

For Exercises 9-10, calculate the area of the parallelogram PQRS.

9. P (2, 1, 3), Q (1, 4, 5), R (2, 5, 3), S (3, 2, 1)

10. P (2, 2), Q (1, 4), R (6, 6), S (3, 0)

For Exercises 11-12, nd the volume of the parallelepiped with adjacent sides u, v, w.

11. u(1, 1, 3), v (2, 1, 4), w(5, 1, 2) 12. u(1, 3, 2), v (7, 2, 10), w(1, 0, 1)

For Exercises 13-14, calculate u (vw) and u(vw).

13. u(1, 1, 1), v (3, 0, 2), w(2, 2, 2) 14. u(1, 0, 2), v (1, 0, 3), w(2, 0, 2)

15. Calculate (uv) (wz) for u(1, 1, 1), v (3, 0, 2), w(2, 2, 2), z (2, 1, 4).

30 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

B

16. If v and w are unit vectors in R

3

, under what condition(s) would vw also be a unit

vector in R

3

? Justify your answer.

17. Show that if vw0 for all w in R

3

, then v 0.

18. Prove Theorem 1.14(b). 19. Prove Theorem 1.14(c).

20. Prove Theorem 1.14(d). 21. Prove Theorem 1.14(e).

22. Prove Theorem 1.14(f). 23. Prove Theorem 1.16.

24. Prove Theorem 1.17. (Hint: Expand both sides of the equation.)

25. Prove the following for all vectors v, w in R

3

:

(a) |vw|

2

+[v w[

2

|v|

2

|w|

2

(b) If v w0 and vw0, then v 0 or w0.

C

26. Prove that in Example 1.8 the formula for the area of the triangle PQR yields the

same value no matter which two adjacent sides are chosen. To do this, show that

1

2

|u

(w)|

1

2

|vw|, where u PR, w PQ, and v QR, w QP as before. Similarly,

show that

1

2

|(u) (v)|

1

2

|vw|, where uRP and vRQ.

27. Consider the vector equation ax b in R

3

, where a /0. Show that:

(a) a b0

(b) x

ba

|a|

2

+ka is a solution to the equation, for any scalar k

28. Prove the Jacobi identity: u(vw) +v(wu) +w(uv) 0

29. Show that u, v, w lie in the same plane in R

3

if and only if u (vw) 0.

30. For all vectors u, v, w, z in R

3

, show that

(uv) (wz) (z (uv))w(w (uv))z

and that

(uv) (wz) (u (wz))v(v (wz))u

Why do both equations make sense geometrically?

1.5 Lines and Planes 31

1.5 Lines and Planes

Nowthat we knowhowto performsome operations on vectors, we can start to deal with some

familiar geometric objects, like lines and planes, in the language of vectors. The reason

for doing this is simple: using vectors makes it easier to study objects in 3-dimensional

Euclidean space. We will rst consider lines.

Line through a point, parallel to a vector

Let P (x

0

, y

0

, z

0

) be a point in R

3

, let v (a, b, c) be a nonzero vector, and let L be the line

through P which is parallel to v (see Figure 1.5.1).

x

y

z

0

L

t >0

t <0

P(x

0

, y

0

, z

0

)

r

v

tv

r+tv

r+tv

Figure 1.5.1

Let r (x

0

, y

0

, z

0

) be the vector pointing from the origin to P. Since multiplying the vector

v by a scalar t lengthens or shrinks v while preserving its direction if t > 0, and reversing

its direction if t < 0, then we see from Figure 1.5.1 that every point on the line L can be

obtained by adding the vector tv to the vector r for some scalar t. That is, as t varies over all

real numbers, the vector r+tv will point to every point on L. We can summarize the vector

representation of L as follows:

For a point P (x

0

, y

0

, z

0

) and nonzero vector v in R

3

, the line L through P parallel to v

is given by

r+tv, for < t < (1.16)

where r (x

0

, y

0

, z

0

) is the vector pointing to P.

Note that we used the correspondence between a vector and its terminal point. Since

v (a, b, c), then the terminal point of the vector r+tv is (x

0

+at, y

0

+bt, z

0

+ct). We then get

the parametric representation of L with the parameter t:

For a point P (x

0

, y

0

, z

0

) and nonzero vector v (a, b, c) in R

3

, the line L through P

parallel to v consists of all points (x, y, z) given by

x x

0

+at, y y

0

+bt, z z

0

+ct, for < t < (1.17)

Note that in both representations we get the point P on L by letting t 0.

32 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

In formula (1.17), if a /0, then we can solve for the parameter t: t (xx

0

)/a. We can also

solve for t in terms of y and in terms of z if neither b nor c, respectively, is zero: t (yy

0

)/b

and t (zz

0

)/c. These three values all equal the same value t, so we can write the following

system of equalities, called the symmetric representation of L:

For a point P (x

0

, y

0

, z

0

) and vector v (a, b, c) in R

3

with a, b and c all nonzero, the line

L through P parallel to v consists of all points (x, y, z) given by the equations

xx

0

a

y y

0

b

z z

0

c

(1.18)

x

y

z

0

x x

0

x

0

L

Figure 1.5.2

What if, say, a 0 in the above scenario? We can not divide by

zero, but we do know that x x

0

+at, and so x x

0

+0t x

0

. Then the

symmetric representation of L would be:

x x

0

,

y y

0

b

z z

0

c

(1.19)

Note that this says that the line L lies in the plane x x

0

, which is

parallel to the yz-plane (see Figure 1.5.2). Similar equations can be

derived for the cases when b 0 or c 0.

You may have noticed that the vector representation of L in formula (1.16) is more compact

than the parametric and symmetric formulas. That is an advantage of using vector notation.

Technically, though, the vector representation gives us the vectors whose terminal points

make up the line L, not just L itself. So you have to remember to identify the vectors r+tv

with their terminal points. On the other hand, the parametric representation always gives

just the points on L and nothing else.

Example 1.19. Write the line L through the point P (2, 3, 5) and parallel to the vector

v (4, 1, 6), in the following forms: (a) vector, (b) parametric, (c) symmetric. Lastly: (d) nd

two points on L distinct from P.

Solution: (a) Let r (2, 3, 5). Then by formula (1.16), L is given by:

r+tv(2, 3, 5) +t(4, 1, 6), for < t <

(b) L consists of the points (x, y, z) such that

x 2+4t, y 3t, z 5+6t, for < t <

(c) L consists of the points (x, y, z) such that

x2

4

y3

1

z 5

6

(d) Letting t 1 and t 2 in part(b) yields the points (6, 2, 11) and (10, 1, 17) on L.

1.5 Lines and Planes 33

Line through two points

x

y

z

0

L

P

1

(x

1

, y

1

, z

1

)

P

2

(x

2

, y

2

, z

2

)

r

1

r

2

r

2

r

1

r

1

+t(r

2

r

1

)

Figure 1.5.3

Let P

1

(x

1

, y

1

, z

1

) and P

2

(x

2

, y

2

, z

2

) be distinct points

in R

3

, and let L be the line through P

1

and P

2

. Let r

1

(x

1

, y

1

, z

1

) and r

2

(x

2

, y

2

, z

2

) be the vectors pointing to P

1

and P

2

, respectively. Then as we can see from Figure

1.5.3, r

2

r

1

is the vector from P

1

to P

2

. So if we multiply

the vector r

2

r

1

by a scalar t and add it to the vector

r

1

, we will get the entire line L as t varies over all real

numbers. The following is a summary of the vector, para-

metric, and symmetric forms for the line L:

Let P

1

(x

1

, y

1

, z

1

), P

2

(x

2

, y

2

, z

2

) be distinct points in R

3

, and let r

1

(x

1

, y

1

, z

1

), r

2

(x

2

, y

2

, z

2

). Then the line L through P

1

and P

2

has the following representations:

Vector:

r

1

+t(r

2

r

1

) , for < t < (1.20)

Parametric:

x x

1

+(x

2

x

1

)t, y y

1

+(y

2

y

1

)t, z z

1

+(z

2

z

1

)t, for < t < (1.21)

Symmetric:

xx

1

x

2

x

1

y y

1

y

2

y

1

z z

1

z

2

z

1

(if x

1

/ x

2

, y

1

/ y

2

, and z

1

/ z

2

) (1.22)

Example 1.20. Write the line L through the points P

1

(3, 1, 4) and P

2

(4, 4, 6) in

parametric form.

Solution: By formula (1.21), L consists of the points (x, y, z) such that

x 3+7t, y 1+3t, z 42t, for < t <

Distance between a point and a line

L

v

w d

Q

P

Figure 1.5.4

Let L be a line in R

3

in vector form as r + tv (for < t < ),

and let P be a point not on L. The distance d from P to L is the

length of the line segment from P to L which is perpendicular to L

(see Figure 1.5.4). Pick a point Q on L, and let w be the vector from

Q to P. If is the angle between w and v, then d |w| sin. So

since |vw| |v||w| sin and v /0, then:

d

|vw|

|v|

(1.23)

34 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

Example 1.21. Find the distance d from the point P (1, 1, 1) to the line L in Example 1.20.

Solution: From Example 1.20, we see that we can represent L in vector form as: r+tv, for

r (3, 1, 4) and v (7, 3, 2). Since the point Q (3, 1, 4) is on L, then for w

QP

(1, 1, 1) (3, 1, 4) (4, 0, 5), we have:

vw

i j k

7 3 2

4 0 5

3 2

0 5

7 2

4 5

j +

7 3

4 0

d

|vw|

|v|

_

_

15i 43j 12k

_

_

_

_

(7, 3, 2)

_

_

_

15

2

+(43)

2

+(12)

2

_

7

2

+3

2

+(2)

2

_

2218

_

62

5.98

It is clear that two lines L

1

and L

2

, represented in vector form as r

1

+sv

1

and r

2

+tv

2

,

respectively, are parallel (denoted as L

1

L

2

) if v

1

and v

2

are parallel. Also, L

1

and L

2

are

perpendicular (denoted as L

1

L

2

) if v

1

and v

2

are perpendicular.

x

y

z

0

L

1

L

2

Figure 1.5.5

In 2-dimensional space, two lines are either identical, parallel, or they

intersect. In 3-dimensional space, there is an additional possibility: two

lines can be skew, that is, they do not intersect but they are not parallel.

However, even though they are not parallel, skew lines are on parallel

planes (see Figure 1.5.5).

To determine whether two lines in R

3

intersect, it is often easier to use

the parametric representation of the lines. In this case, you should use dif-

ferent parameter variables (usually s and t) for the lines, since the values of the parameters

may not be the same at the point of intersection. Setting the two (x, y, z) triples equal will

result in a system of 3 equations in 2 unknowns (s and t).

Example 1.22. Find the point of intersection (if any) of the following lines:

x+1

3

y2

2

z 1

1

and x+3

y8

3

z +3

2

Solution: First we write the lines in parametric form, with parameters s and t:

x 1+3s, y 2+2s, z 1s and x 3+t, y 83t, z 3+2t

The lines intersect when (1+3s, 2+2s, 1s) (3+t, 83t, 3+2t) for some s, t:

1+3s 3+t : t 2+3s

2+2s 83t : 2+2s 83(2+3s) 29s 2s 9s s 0 t 2+3(0) 2

1s 3+2t : 10 3+2(2) 1 1 (Note that we had to check this.)

Letting s 0 in the equations for the rst line, or letting t 2 in the equations for the second

line, gives the point of intersection (1, 2, 1).

1.5 Lines and Planes 35

We will now consider planes in 3-dimensional Euclidean space.

Plane through a point, perpendicular to a vector

Let P be a plane in R

3

, and suppose it contains a point P

0

(x

0

, y

0

, z

0

). Let n (a, b, c) be

a nonzero vector which is perpendicular to the plane P. Such a vector is called a normal

vector (or just a normal) to the plane. Now let (x, y, z) be any point in the plane P. Then

the vector r (xx

0

, yy

0

, zz

0

) lies in the plane P (see Figure 1.5.6). So if r /0, then r n

and hence n r 0. And if r 0 then we still have n r 0.

(x

0

, y

0

, z

0

) (x, y, z)

n

r

Figure 1.5.6 The plane P

Conversely, if (x, y, z) is any point in R

3

such that r (xx

0

, y y

0

, z z

0

) /0 and n r 0,

then r n and so (x, y, z) lies in P. This proves the following theorem:

Theorem 1.18. Let P be a plane in R

3

, let (x

0

, y

0

, z

0

) be a point in P, and let n(a, b, c) be a

nonzero vector which is perpendicular to P. Then P consists of the points (x, y, z) satisfying

the vector equation:

n r 0 (1.24)

where r (xx

0

, y y

0

, z z

0

), or equivalently:

a(xx

0

) +b(y y

0

) +c(z z

0

) 0 (1.25)

The above equation is called the point-normal form of the plane P.

Example 1.23. Find the equation of the plane P containing the point (3, 1, 3) and perpen-

dicular to the vector n(2, 4, 8).

Solution: By formula (1.25), the plane P consists of all points (x, y, z) such that:

2(x+3) +4(y1) +8(z 3) 0

If we multiply out the terms in formula (1.25) and combine the constant terms, we get an

equation of the plane in normal form:

ax+by+cz +d 0 (1.26)

For example, the normal form of the plane in Example 1.23 is 2x+4y+8z 22 0.

36 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

Plane containing three noncollinear points

In 2-dimensional and 3-dimensional space, two points determine a line. Two points do

not determine a plane in R

3

. In fact, three collinear points (i.e. all on the same line) do not

determine a plane; an innite number of planes would contain the line on which those three

points lie. However, three noncollinear points do determine a plane. For if Q, R and S are

noncollinear points in R

3

, then

QR and

noncollinearity), and so their cross product

QR

QS is perpendicular to both

QR and

QS.

So

QR and

QS (and hence Q, R and S) lie in the plane through the point Q with normal

vector n

QR

Q

R

S

n

QR

QS

QR

QS

Figure 1.5.7 Noncollinear points Q, R, S

Example 1.24. Find the equation of the plane P containing the points (2, 1, 3), (1, 1, 2) and

(3, 2, 1).

Solution: Let Q (2, 1, 3), R (1, 1, 2) and S (3, 2, 1). Then for the vectors

QR (1, 2, 1)

and

n

QR

So using formula (1.25) with the point Q (we could also use R or S), the plane P consists of

all points (x, y, z) such that:

5(x2) 3(y1) +(z 3) 0

or in normal form,

5x3y+z 10 0

We mentioned earlier that skew lines in R

3

lie on separate, parallel planes. So two skew

lines do not determine a plane. But two (nonidentical) lines which either intersect or are

parallel do determine a plane. In both cases, to nd the equation of the plane that contains

those two lines, simply pick from the two lines a total of three noncollinear points (i.e. one

point from one line and two points from the other), then use the technique above, as in

Example 1.24, to write the equation. We will leave examples of this as exercises for the

reader.

1.5 Lines and Planes 37

Distance between a point and a plane

The distance between a point in R

3

and a plane is the length of the line segment from

that point to the plane which is perpendicular to the plane. The following theorem gives a

formula for that distance.

Theorem 1.19. Let Q (x

0

, y

0

, z

0

) be a point in R

3

, and let P be a plane with normal form

ax+by+cz +d 0 that does not contain Q. Then the distance D from Q to P is:

D

[ax

0

+by

0

+cz

0

+d[

_

a

2

+b

2

+c

2

(1.27)

Proof: Let R (x, y, z) be any point in the plane P (so that ax +by + cz +d 0) and let

r

RQ (x

0

x, y

0

y, z

0

z). Then r /0 since Q does not lie in P. From the normal form

equation for P, we know that n (a, b, c) is a normal vector for P. Now, any plane divides

R

3

into two disjoint parts. Assume that n points toward the side of P where the point Q

is located. Place n so that its initial point is at R, and let be the angle between r and

n. Then 0

< <90

, so cos >0. Thus, the distance D is cos|r| [cos[ |r| (see Figure

1.5.8).

Q

R

n

r D

D

P

Figure 1.5.8

By Theorem 1.6 in Section 1.3, we know that cos

n r

|n||r|

, so

D [cos[ |r|

n r

|n||r|

|r|

n r

|n|

[a(x

0

x) +b(y

0

y) +c(z

0

z)[

_

a

2

+b

2

+c

2

[ax

0

+by

0

+cz

0

(ax+by+cz)[

_

a

2

+b

2

+c

2

[ax

0

+by

0

+cz

0

(d)[

_

a

2

+b

2

+c

2

[ax

0

+by

0

+cz

0

+d[

_

a

2

+b

2

+c

2

If n points away from the side of P where the point Q is located, then 90

and

so cos < 0. The distance D is then [cos[ |r|, and thus repeating the same argument as

above still gives the same result. QED

Example 1.25. Find the distance D from (2, 4, 5) to the plane from Example 1.24.

Solution: Recall that the plane is given by 5x3y+z 10 0. So

D

[5(2) 3(4) +1(5) 10[

_

5

2

+(3)

2

+1

2

[17[

_

35

17

_

35

2.87

38 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

Line of intersection of two planes

L

Figure 1.5.9

Note that two planes are parallel if they have normal vectors that

are parallel, and the planes are perpendicular if their normal vectors

are perpendicular. If two planes do intersect, they do so in a line (see

Figure 1.5.9). Suppose that two planes P

1

and P

2

with normal vectors

n

1

and n

2

, respectively, intersect in a line L. Since n

1

n

2

n

1

, then

n

1

n

2

is parallel to the plane P

1

. Likewise, n

1

n

2

n

2

means that

n

1

n

2

is also parallel to P

2

. Thus, n

1

n

2

is parallel to the intersection

of P

1

and P

2

, i.e. n

1

n

2

is parallel to L. Thus, we can write L in the following vector form:

L : r+t(n

1

n

2

) , for < t < (1.28)

where r is any vector pointing to a point belonging to both planes. To nd a point in both

planes, nd a common solution (x, y, z) to the two normal form equations of the planes. This

can often be made easier by setting one of the coordinate variables to zero, which leaves you

to solve two equations in just two unknowns.

Example 1.26. Find the line of intersection L of the planes 5x3y+z10 0 and 2x+4y

z +3 0.

Solution: The plane 5x 3y+z 10 0 has normal vector n

1

(5, 3, 1) and the plane 2x +

4yz +3 0 has normal vector n

2

(2, 4, 1). Since n

1

and n

2

are not scalar multiples, then

the two planes are not parallel and hence will intersect. A point (x, y, z) on both planes will

satisfy the following system of two equations in three unknowns:

5x3y+z 10 0

2x+4yz + 3 0

Set x 0 (why is that a good choice?). Then the above equations are reduced to:

3y+z 10 0

4yz + 3 0

The second equation gives z 4y +3, substituting that into the rst equation gives y 7.

Then z 31, and so the point (0, 7, 31) is on L. Since n

1

n

2

(1, 7, 26), then L is given by:

r+t(n

1

n

2

) (0, 7, 31) +t(1, 7, 26), for < t <

or in parametric form:

x t, y 7+7t, z 31+26t, for < t <

1.5 Lines and Planes 39

Exercises

A

For Exercises 1-4, write the line L through the point P and parallel to the vector v in the

following forms: (a) vector, (b) parametric, and (c) symmetric.

1. P (2, 3, 2), v (5, 4, 3) 2. P (3, 1, 2), v (2, 8, 1)

3. P (2, 1, 3), v (1, 0, 1) 4. P (0, 0, 0), v (7, 2, 10)

For Exercises 5-6, write the line L through the points P

1

and P

2

in parametric form.

5. P

1

(1, 2, 3), P

2

(3, 5, 5) 6. P

1

(4, 1, 5), P

2

(2, 1, 3)

For Exercises 7-8, nd the distance d from the point P to the line L.

7. P (1, 1, 1), L : x 22t, y 4t, z 7+t

8. P (0, 0, 0), L : x 3+2t, y 4+3t, z 5+4t

For Exercises 9-10, nd the point of intersection (if any) of the given lines.

9. x 7+3s, y 43s, z 75s and x 1+6t, y 2+t, z 32t

10.

x6

4

y+3 z and

x11

3

y14

6

z +9

2

For Exercises 11-12, write the normal form of the plane P containing the point Q and per-

pendicular to the vector n.

11. Q (5, 1, 2), n(4, 4, 3) 12. Q (6, 2, 0), n(2, 6, 4)

For Exercises 13-14, write the normal form of the plane containing the given points.

13. (1, 0, 3), (1, 2, 1), (6, 1, 6) 14. (3, 1, 3), (4, 4, 3), (0, 0, 1)

15. Write the normal form of the plane containing the lines from Exercise 9.

16. Write the normal form of the plane containing the lines from Exercise 10.

For Exercises 17-18, nd the distance D from the point Q to the plane P.

17. Q (4, 1, 2), P : 3x y5z +8 0 18. Q (0, 2, 0), P : 5x+2y7z +1 0

For Exercises 19-20, nd the line of intersection (if any) of the given planes.

19. x+3y+2z 6 0, 2x y+z +2 0 20. 3x+ y5z 0, x+2y+z +4 0

B

21. Find the point(s) of intersection (if any) of the line

x6

4

y +3 z with the plane

x+3y+2z 6 0. (Hint: Put the equations of the line into the equation of the plane.)

40 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

1.6 Surfaces

In the previous section we discussed planes in Euclidean space. A plane is an example of

a surface, which we will dene informally

8

as the solution set of the equation F(x, y, z) 0

in R

3

, for some real-valued function F. For example, a plane given by ax +by +cz +d 0

is the solution set of F(x, y, z) 0 for the function F(x, y, z) ax +by +cz +d. Surfaces are

2-dimensional. The plane is the simplest surface, since it is at. In this section we will

look at some surfaces that are more complex, the most important of which are the sphere

and the cylinder.

Denition 1.9. A sphere S is the set of all points (x, y, z) in R

3

which are a xed distance r

(called the radius) from a xed point P

0

(x

0

, y

0

, z

0

) (called the center of the sphere):

S { (x, y, z) : (xx

0

)

2

+(y y

0

)

2

+(z z

0

)

2

r

2

} (1.29)

Using vector notation, this can be written in the equivalent form:

S { x : |xx

0

| r } (1.30)

where x (x, y, z) and x

0

(x

0

, y

0

, z

0

) are vectors.

Figure 1.6.1 illustrates the vectorial approach to spheres.

y

z

x

0

|x| r

x

(a) radius r, center (0, 0, 0)

y

z

x

0

|xx

0

| r

x

x

0

xx

0

(x

0

, y

0

, z

0

)

(b) radius r, center (x

0

, y

0

, z

0

)

Figure 1.6.1 Spheres in R

3

Note in Figure 1.6.1(a) that the intersection of the sphere with the xy-plane is a circle

of radius r (i.e. a great circle, given by x

2

+ y

2

r

2

as a subset of R

2

). Similarly for the

intersections with the xz-plane and the yz-plane. In general, a plane intersects a sphere

either at a single point or in a circle.

8

See ONEILL for a deeper and more rigorous discussion of surfaces.

1.6 Surfaces 41

Example 1.27. Find the intersection of the sphere x

2

+ y

2

+z

2

169 with the plane z 12.

y

z

x

0

z 12

Figure 1.6.2

Solution: The sphere is centered at the origin and has radius

13

_

169, so it does intersect the plane z 12. Putting

z 12 into the equation of the sphere gives

x

2

+ y

2

+12

2

169

x

2

+ y

2

169144 25 5

2

which is a circle of radius 5 centered at (0, 0, 12), parallel to

the xy-plane (see Figure 1.6.2).

If the equation in formula (1.29) is multiplied out, we get an equation of the form:

x

2

+ y

2

+z

2

+ax+by+cz +d 0 (1.31)

for some constants a, b, c and d. Conversely, an equation of this form may describe a sphere,

which can be determined by completing the square for the x, y and z variables.

Example 1.28. Is 2x

2

+2y

2

+2z

2

8x+4y16z +10 0 the equation of a sphere?

Solution: Dividing both sides of the equation by 2 gives

x

2

+ y

2

+z

2

4x+2y8z +5 0

(x

2

4x+4) +(y

2

+2y+1) +(z

2

8z +16) +54116 0

(x2)

2

+(y+1)

2

+(z 4)

2

16

which is a sphere of radius 4 centered at (2, 1, 4).

Example 1.29. Find the points(s) of intersection (if any) of the sphere from Example 1.28

and the line x 3+t, y 1+2t, z 3t.

Solution: Put the equations of the line into the equation of the sphere, which was (x 2)

2

+

(y+1)

2

+(z 4)

2

16, and solve for t:

(3+t 2)

2

+(1+2t +1)

2

+(3t 4)

2

16

(t +1)

2

+(2t +2)

2

+(t 1)

2

16

6t

2

+12t 10 0

The quadratic formula gives the solutions t 1

4

_

6

. Putting those two values into the

equations of the line gives the following two points of intersection:

_

2+

4

_

6

, 1+

8

_

6

, 4

4

_

6

_

and

_

2

4

_

6

, 1

8

_

6

, 4+

4

_

6

_

42 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

If two spheres intersect, they do so either at a single point or in a circle.

Example 1.30. Find the intersection (if any) of the spheres x

2

+y

2

+z

2

25 and x

2

+y

2

+(z

2)

2

16.

Solution: For any point (x, y, z) on both spheres, we see that

x

2

+ y

2

+z

2

25 x

2

+ y

2

25z

2

, and

x

2

+ y

2

+(z 2)

2

16 x

2

+ y

2

16(z 2)

2

, so

16(z 2)

2

25z

2

4z 4 9 z 13/4

x

2

+ y

2

25(13/4)

2

231/16

The intersection is the circle x

2

+ y

2

231

16

of radius

_

231

4

3.8 centered at (0, 0,

13

4

).

The cylinders that we will consider are right circular cylinders. These are cylinders ob-

tained by moving a line L along a circle C in R

3

in a way so that L is always perpendicular

to the plane containing C. We will only consider the cases where the plane containing C is

parallel to one of the three coordinate planes (see Figure 1.6.3).

y

z

x

0

r

(a) x

2

+ y

2

r

2

, any z

y

z

x

0

r

(b) x

2

+z

2

r

2

, any y

y

z

x

0

r

(c) y

2

+z

2

r

2

, any x

Figure 1.6.3 Cylinders in R

3

For example, the equation of a cylinder whose base circle C lies in the xy-plane and is

centered at (a, b, 0) and has radius r is

(xa)

2

+(yb)

2

r

2

, (1.32)

where the value of the z coordinate is unrestricted. Similar equations can be written when

the base circle lies in one of the other coordinate planes. A plane intersects a right circular

cylinder in a circle, ellipse, or one or two lines, depending on whether that plane is parallel,

oblique

9

, or perpendicular, respectively, to the plane containing C. The intersection of a

surface with a plane is called the trace of the surface.

9

i.e. at an angle strictly between 0

and 90

.

1.6 Surfaces 43

The equations of spheres and cylinders are examples of second-degree equations in R

3

, i.e.

equations of the form

Ax

2

+By

2

+Cz

2

+Dxy+Exz +Fyz +Gx+Hy+I z +J 0 (1.33)

for some constants A, B, . . . , J. If the above equation is not that of a sphere, cylinder, plane,

line or point, then the resulting surface is called a quadric surface.

y

z

x

0

a

b

c

Figure 1.6.4 Ellipsoid

One type of quadric surface is the ellipsoid, given

by an equation of the form:

x

2

a

2

+

y

2

b

2

+

z

2

c

2

1 (1.34)

In the case where a b c, this is just a sphere.

In general, an ellipsoid is egg-shaped (think of an

ellipse rotated around its major axis). Its traces in

the coordinate planes are ellipses.

Two other types of quadric surfaces are the hyperboloid of one sheet, given by an

equation of the form:

x

2

a

2

+

y

2

b

2

z

2

c

2

1 (1.35)

and the hyperboloid of two sheets, whose equation has the form:

x

2

a

2

y

2

b

2

z

2

c

2

1 (1.36)

y

z

x

0

Figure 1.6.5 Hyperboloid of one sheet

y

z

x

0

Figure 1.6.6 Hyperboloid of two sheets

44 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

For the hyperboloid of one sheet, the trace in any plane parallel to the xy-plane is an

ellipse. The traces in the planes parallel to the xz- or yz-planes are hyperbolas (see Figure

1.6.5), except for the special cases x a and y b; in those planes the traces are pairs of

intersecting lines (see Exercise 8).

For the hyperboloid of two sheets, the trace in any plane parallel to the xy- or xz-plane is

a hyperbola (see Figure 1.6.6). There is no trace in the yz-plane. In any plane parallel to the

yz-plane for which [ x[ >[a[, the trace is an ellipse.

y

z

x

0

Figure 1.6.7 Paraboloid

The elliptic paraboloid is another type of quadric surface,

whose equation has the form:

x

2

a

2

+

y

2

b

2

z

c

(1.37)

The traces in planes parallel to the xy-plane are ellipses, though

in the xy-plane itself the trace is a single point. The traces in

planes parallel to the xz- or yz-planes are parabolas. Figure

1.6.7 shows the case where c > 0. When c < 0 the surface is

turned downward. In the case where a b, the surface is called

a paraboloid of revolution, which is often used as a reecting sur-

face, e.g. in vehicle headlights.

10

A more complicated quadric surface is the hyperbolic paraboloid, given by:

x

2

a

2

y

2

b

2

z

c

(1.38)

-10

-5

0

5

10

-10

-5

0

5

10

-100

-50

0

50

100

z

x

y

z

Figure 1.6.8 Hyperbolic paraboloid

10

For a discussion of this see pp. 157-158 in HECHT.

1.6 Surfaces 45

The hyperbolic paraboloid can be tricky to draw; using graphing software on a computer

can make it easier. For example, Figure 1.6.8 was created using the free Gnuplot package

(see Appendix C). It shows the graph of the hyperbolic paraboloid z y

2

x

2

, which is the

special case where a b 1 and c 1 in equation (1.38). The mesh lines on the surface are

the traces in planes parallel to the coordinate planes. So we see that the traces in planes

parallel to the xz-plane are parabolas pointing upward, while the traces in planes parallel

to the yz-plane are parabolas pointing downward. Also, notice that the traces in planes

parallel to the xy-plane are hyperbolas, though in the xy-plane itself the trace is a pair of

intersecting lines through the origin. This is true in general when c <0 in equation (1.38).

When c > 0, the surface would be similar to that in Figure 1.6.8, only rotated 90

around

the z-axis and the nature of the traces in planes parallel to the xz- or yz-planes would be

reversed.

y

z

x

0

Figure 1.6.9 Elliptic cone

The last type of quadric surface that we will consider is the

elliptic cone, which has an equation of the form:

x

2

a

2

+

y

2

b

2

z

2

c

2

0 (1.39)

The traces in planes parallel to the xy-plane are ellipses, ex-

cept in the xy-plane itself where the trace is a single point.

The traces in planes parallel to the xz- or yz-planes are hyper-

bolas, except in the xz- and yz-planes themselves where the

traces are pairs of intersecting lines.

Notice that every point on the elliptic cone is on a line which

lies entirely on the surface; in Figure 1.6.9 these lines all go

through the origin. This makes the elliptic cone an example of

a ruled surface. The cylinder is also a ruled surface.

What may not be as obvious is that both the hyperboloid of one sheet and the hyperbolic

paraboloid are ruled surfaces. In fact, on both surfaces there are two lines through each

point on the surface (see Exercises 11-12). Such surfaces are called doubly ruled surfaces,

and the pairs of lines are called a regulus.

It is clear that for each of the six types of quadric surfaces that we discussed, the surface

can be translated away from the origin (e.g. by replacing x

2

by (xx

0

)

2

in its equation). It can

be proved

11

that every quadric surface can be translated and/or rotated so that its equation

matches one of the six types that we described. For example, z 2xy is a case of equation

(1.33) with mixed variables, e.g. with D /0 so that we get an xy term. This equation does

not match any of the types we considered. However, by rotating the x- and y-axes by 45

in

the xy-plane by means of the coordinate transformation x (x

)/

_

2, y (x

+y

)/

_

2, z z

,

then z 2xy becomes the hyperbolic paraboloid z

(x

)

2

(y

)

2

in the (x

, y

, z

) coordinate

system. That is, z 2xy is a hyperbolic paraboloid as in equation (1.38), but rotated 45

in

the xy-plane.

11

See Ch. 7 in POGORELOV.

46 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

Exercises

A

For Exercises 1-4, determine if the given equation describes a sphere. If so, nd its radius

and center.

1. x

2

+ y

2

+z

2

4x6y10z +37 0 2. x

2

+ y

2

+z

2

+2x2y8z +19 0

3. 2x

2

+2y

2

+2z

2

+4x+4y+4z 44 0 4. x

2

+ y

2

z

2

+12x+2y4z +32 0

5. Find the point(s) of intersection of the sphere (x 3)

2

+(y+1)

2

+(z 3)

2

9 and the line

x 1+2t, y 23t, z 3+t.

B

6. Find the intersection of the spheres x

2

+ y

2

+z

2

9 and (x4)

2

+(y+2)

2

+(z 4)

2

9.

7. Find the intersection of the sphere x

2

+ y

2

+z

2

9 and the cylinder x

2

+ y

2

4.

8. Find the trace of the hyperboloid of one sheet

x

2

a

2

+

y

2

b

2

z

2

c

2

1 in the plane x a, and the

trace in the plane y b.

9. Find the trace of the hyperbolic paraboloid

x

2

a

2

y

2

b

2

z

c

in the xy-plane.

C

10. It can be shown that any four noncoplanar points (i.e. points that do not lie in the same

plane) determine a sphere.

12

Find the equation of the sphere that passes through the

points (0, 0, 0), (0, 0, 2), (1, 4, 3) and (0, 1, 3). (Hint: Equation (1.31))

11. Show that the hyperboloid of one sheet is a doubly ruled surface, i.e. each point on

the surface is on two lines lying entirely on the surface. (Hint: Write equation (1.35) as

x

2

a

2

z

2

c

2

1

y

2

b

2

, factor each side. Recall that two planes intersect in a line.)

12. Show that the hyperbolic paraboloid is a doubly ruled surface. (Hint: Exercise 11)

y

z

x

0

(0, 0, 2)

(x, y, 0)

(a, b, c)

1

S

Figure 1.6.10

13. Let S be the sphere with radius 1 centered at (0, 0, 1),

and let S

(a, b, c) be an arbitrary point on S

through (0, 0, 2) and (a, b, c) intersects the xy-plane at some

point (x, y, 0), as in Figure 1.6.10. Find this point (x, y, 0) in

terms of a, b and c.

(Note: Every point in the xy-plane can be matched with a

point on S

called stereographic projection, which essentially identies

all of R

2

with a punctured sphere.)

12

See WELCHONS and KRICKENBERGER, p. 160, for a proof.

1.7 Curvilinear Coordinates 47

1.7 Curvilinear Coordinates

x

y

z

0

(x, y, z)

x

y

z

Figure 1.7.1

The Cartesian coordinates of a point (x, y, z) are determined by

following straight paths starting from the origin: rst along the

x-axis, then parallel to the y-axis, then parallel to the z-axis, as

in Figure 1.7.1. In curvilinear coordinate systems, these paths can

be curved. The two types of curvilinear coordinates which we will

consider are cylindrical and spherical coordinates. Instead of ref-

erencing a point in terms of sides of a rectangular parallelepiped,

as with Cartesian coordinates, we will think of the point as ly-

ing on a cylinder or sphere. Cylindrical coordinates are often used when there is symmetry

around the z-axis; spherical coordinates are useful when there is symmetry about the origin.

Let P (x, y, z) be a point in Cartesian coordinates in R

3

, and let P

0

(x, y, 0) be the

projection of P upon the xy-plane. Treating (x, y) as a point in R

2

, let (r, ) be its polar

coordinates (see Figure 1.7.2). Let be the length of the line segment from the origin to P,

and let be the angle between that line segment and the positive z-axis (see Figure 1.7.3).

is called the zenith angle. Then the cylindrical coordinates (r, , z) and the spherical

coordinates (, , ) of P(x, y, z) are dened as follows:

13

x

y

z

0

P(x, y, z)

P

0

(x, y, 0)

x

y

z

r

Figure 1.7.2

Cylindrical coordinates

Cylindrical coordinates (r, , z):

x r cos r

_

x

2

+ y

2

y r sin tan

1

_

y

x

_

z z z z

where 0 if y 0 and < <2 if y <0

x

y

z

0

P(x, y, z)

P

0

(x, y, 0)

x

y

z

Figure 1.7.3

Spherical coordinates

Spherical coordinates (, , ):

x sin cos

_

x

2

+ y

2

+z

2

y sin sin tan

1

_

y

x

_

z cos cos

1

_

z

_

x

2

+y

2

+z

2

_

where 0 if y 0 and < <2 if y <0

Both and are measured in radians. Note that r 0, 0 < 2, 0 and 0 .

Also, is undened when (x, y) (0, 0), and is undened when (x, y, z) (0, 0, 0).

13

This standard denition of spherical coordinates used by mathematicians results in a left-handed system.

For this reason, physicists usually switch the denitions of and to make (, , ) a right-handed system.

48 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

Example 1.31. Convert the point (2, 2, 1) from Cartesian coordinates to (a) cylindrical

and (b) spherical coordinates.

Solution: (a) r

_

(2)

2

+(2)

2

2

_

2, tan

1

_

2

2

_

tan

1

(1)

5

4

, since y 2 <0.

(r, , z)

_

2

_

2,

5

4

, 1

_

(b)

_

(2)

2

+(2)

2

+1

2

_

9 3, cos

1

_

1

3

_

1.23 radians.

(, , )

_

3,

5

4

, 1.23

_

For cylindrical coordinates (r, , z), and constants r

0

,

0

and z

0

, we see from Figure 1.7.4

that the surface r r

0

is a cylinder of radius r

0

centered along the z-axis, the surface

0

is a half-plane emanating from the z-axis, and the surface z z

0

is a plane parallel to the

xy-plane.

y

z

x

0

r

0

(a) r r

0

y

z

x

0

0

(b)

0

y

z

x

0

z

0

(c) z z

0

Figure 1.7.4 Cylindrical coordinate surfaces

For spherical coordinates (, , ), and constants

0

,

0

and

0

, we see from Figure 1.7.5

that the surface

0

is a sphere of radius

0

centered at the origin, the surface

0

is a

half-plane emanating from the z-axis, and the surface

0

is a circular cone whose vertex

is at the origin.

y

z

x

0

0

(a)

0

y

z

x

0

0

(b)

0

y

z

x

0

0

(c)

0

Figure 1.7.5 Spherical coordinate surfaces

Figures 1.7.4(a) and 1.7.5(a) show how these coordinate systems got their names.

1.7 Curvilinear Coordinates 49

Sometimes the equation of a surface in Cartesian coordinates can be transformed into a

simpler equation in some other coordinate system, as in the following example.

Example 1.32. Write the equation of the cylinder x

2

+ y

2

4 in cylindrical coordinates.

Solution: Since r

_

x

2

+ y

2

, then the equation in cylindrical coordinates is r 2.

Using spherical coordinates to write the equation of a sphere does not necessarily make

the equation simpler, if the sphere is not centered at the origin.

Example 1.33. Write the equation (x2)

2

+(y1)

2

+z

2

9 in spherical coordinates.

Solution: Multiplying the equation out gives

x

2

+ y

2

+z

2

4x2y+5 9 , so we get

2

4sin cos 2sin sin 4 0 , or

2

2sin(2cos sin) 4 0

after combining terms. Note that this actually makes it more difcult to gure out what the

surface is, as opposed to the Cartesian equation where you could immediately identify the

surface as a sphere of radius 3 centered at (2, 1, 0).

Example 1.34. Describe the surface given by z in cylindrical coordinates.

Solution: This surface is called a helicoid. As the (vertical) z coordinate increases, so does

the angle , while the radius r is unrestricted. So this sweeps out a (ruled!) surface shaped

like a spiral staircase, where the spiral has an innite radius. Figure 1.7.6 shows a section

of this surface restricted to 0 z 4 and 0 r 2.

-2

-1.5

-1

-0.5

0

0.5

1

1.5

2

-2

-1.5

-1

-0.5

0

0.5

1

1.5

2

0

2

4

6

8

10

12

14

z

x

y

z

Figure 1.7.6 Helicoid z

50 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

Exercises

A

For Exercises 1-4, nd the (a) cylindrical and (b) spherical coordinates of the point whose

Cartesian coordinates are given.

1. (2, 2

_

3, 1) 2. (5, 5, 6) 3. (

_

21,

_

7, 0) 4. (0,

_

2, 2)

For Exercises 5-7, write the given equation in (a) cylindrical and (b) spherical coordinates.

5. x

2

+ y

2

+z

2

25 6. x

2

+ y

2

2y 7. x

2

+ y

2

+9z

2

36

B

8. Describe the intersection of the surfaces whose equations in spherical coordinates are

2

and

4

.

9. Show that for a / 0, the equation 2asin cos in spherical coordinates describes a

sphere centered at (a, 0, 0) with radius [a[.

C

10. Let P (a, , ) be a point in spherical coordinates, with a > 0 and 0 < < . Then P

lies on the sphere a. Since 0 < < , the line segment from the origin to P can be

extended to intersect the cylinder given by r a (in cylindrical coordinates). Find the

cylindrical coordinates of that point of intersection.

11. Let P

1

and P

2

be points whose spherical coordinates are (

1

,

1

,

1

) and (

2

,

2

,

2

), respec-

tively. Let v

1

be the vector from the origin to P

1

, and let v

2

be the vector from the origin

to P

2

. For the angle between v

1

and v

2

, show that

cos cos

1

cos

2

+sin

1

sin

2

cos(

2

1

).

This formula is used in electrodynamics to prove the addition theorem for spherical har-

monics, which provides a general expression for the electrostatic potential at a point due

to a unit charge. See pp. 100-102 in JACKSON.

12. Show that the distance d between the points P

1

and P

2

with cylindrical coordinates

(r

1

,

1

, z

1

) and (r

2

,

2

, z

2

), respectively, is

d

_

r

2

1

+r

2

2

2r

1

r

2

cos(

2

1

) +(z

2

z

1

)

2

.

13. Show that the distance d between the points P

1

and P

2

with spherical coordinates

(

1

,

1

,

1

) and (

2

,

2

,

2

), respectively, is

d

_

2

1

+

2

2

2

1

2

[sin

1

sin

2

cos(

2

1

) +cos

1

cos

2

] .

1.8 Vector-Valued Functions 51

1.8 Vector-Valued Functions

Now that we are familiar with vectors and their operations, we can begin discussing func-

tions whose values are vectors.

Denition 1.10. A vector-valued function of a real variable is a rule that associates a

vector f(t) with a real number t, where t is in some subset D of R

1

(called the domain of f).

We write f : D R

3

to denote that f is a mapping of D into R

3

.

For example, f(t) ti +t

2

j +t

3

k is a vector-valued function in R

3

, dened for all real num-

bers t. We would write f : R R

3

. At t 1 the value of the function is the vector i +j +k,

which in Cartesian coordinates has the terminal point (1, 1, 1).

A vector-valued function of a real variable can be written in component form as

f(t) f

1

(t)i + f

2

(t)j + f

3

(t)k

or in the form

f(t) ( f

1

(t), f

2

(t), f

3

(t))

for some real-valued functions f

1

(t), f

2

(t), f

3

(t), called the component functions of f. The rst

form is often used when emphasizing that f(t) is a vector, and the second form is useful

when considering just the terminal points of the vectors. By identifying vectors with their

terminal points, a curve in space can be written as a vector-valued function.

y

z

x

0

f(0)

f(2)

Figure 1.8.1

Example 1.35. Dene f : RR

3

by f(t) (cos t, sint, t).

This is the equation of a helix (see Figure 1.8.1). As the value of

t increases, the terminal points of f(t) trace out a curve spiraling

upward. For each t, the x- and y-coordinates of f(t) are x cos t

and y sint, so

x

2

+ y

2

cos

2

t +sin

2

t 1.

Thus, the curve lies on the surface of the right circular cylinder

x

2

+ y

2

1.

It may help to think of vector-valued functions of a real variable in R

3

as a generalization

of the parametric functions in R

2

which you learned about in single-variable calculus. Much

of the theory of real-valued functions of a single real variable can be applied to vector-valued

functions of a real variable. Since each of the three component functions are real-valued, it

will sometimes be the case that results from single-variable calculus can simply be applied

to each of the component functions to yield a similar result for the vector-valued function.

However, there are times when such generalizations do not hold (see Exercise 13). The

concept of a limit, though, can be extended naturally to vector-valued functions, as in the

following denition.

52 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

Denition 1.11. Let f(t) be a vector-valued function, let a be a real number and let c be a

vector. Then we say that the limit of f(t) as t approaches a equals c, written as lim

ta

f(t) c,

if lim

ta

|f(t) c| 0. If f(t) ( f

1

(t), f

2

(t), f

3

(t)), then

lim

ta

f(t)

_

lim

ta

f

1

(t), lim

ta

f

2

(t), lim

ta

f

3

(t)

_

provided that all three limits on the right side exist.

The above denition shows that continuity and the derivative of vector-valued functions

can also be dened in terms of its component functions.

Denition 1.12. Let f(t) ( f

1

(t), f

2

(t), f

3

(t)) be a vector-valued function, and let a be a real

number in its domain. Then f(t) is continuous at a if lim

ta

f(t) f(a). Equivalently, f(t) is

continuous at a if and only if f

1

(t), f

2

(t), and f

3

(t) are continuous at a.

The derivative of f(t) at a, denoted by f

(a) or

df

dt

(a), is the limit

f

(a) lim

h0

f(a+h) f(a)

h

if that limit exists. Equivalently, f

(a) ( f

1

(a), f

2

(a), f

3

exist. We say that f(t) is differentiable at a if f

(a) exists.

Recall that the derivative of a real-valued function of a single variable is a real number,

representing the slope of the tangent line to the graph of the function at a point. Similarly,

the derivative of a vector-valued function is a tangent vector to the curve in space which

the function represents, and it lies on the tangent line to the curve (see Figure 1.8.2).

y

z

x

0

L

f(t)

f

(a)

f(a)

f(a+h)

f

(

a

+

h

)

f

(

a

)

Figure 1.8.2 Tangent vector f

(a)

Example 1.36. Let f(t) (cos t, sint, t). Then f

L to the curve at f(2) (1, 0, 2) is L f(2) +sf

form: x 1, y s, z 2+s for < s <.

1.8 Vector-Valued Functions 53

A scalar function is a real-valued function. Note that if u(t) is a scalar function and

f(t) is a vector-valued function, then their product, dened by (uf)(t) u(t) f(t) for all t, is a

vector-valued function (since the product of a scalar with a vector is a vector).

The basic properties of derivatives of vector-valued functions are summarized in the fol-

lowing theorem.

Theorem 1.20. Let f(t) and g(t) be differentiable vector-valued functions, let u(t) be a

differentiable scalar function, let k be a scalar, and let c be a constant vector. Then

(a)

d

dt

(c) 0

(b)

d

dt

(kf) k

df

dt

(c)

d

dt

(f +g)

df

dt

+

dg

dt

(d)

d

dt

(f g)

df

dt

dg

dt

(e)

d

dt

(uf)

du

dt

f + u

df

dt

(f)

d

dt

(f g)

df

dt

g + f

dg

dt

(g)

d

dt

(f g)

df

dt

g + f

dg

dt

Proof: The proofs of parts (a)-(e) follow easily by differentiating the component functions

and using the rules for derivatives from single-variable calculus. We will prove part (f),

and leave the proof of part (g) as an exercise for the reader.

(f) Write f(t) ( f

1

(t), f

2

(t), f

3

(t)) and g(t) (g

1

(t), g

2

(t), g

3

(t)), where the component functions

f

1

(t), f

2

(t), f

3

(t), g

1

(t), g

2

(t), g

3

(t) are all differentiable real-valued functions. Then

d

dt

(f(t) g(t))

d

dt

( f

1

(t) g

1

(t) + f

2

(t) g

2

(t) + f

3

(t) g

3

(t))

d

dt

( f

1

(t) g

1

(t)) +

d

dt

( f

2

(t) g

2

(t)) +

d

dt

( f

3

(t) g

3

(t))

df

1

dt

(t) g

1

(t) + f

1

(t)

dg

1

dt

(t) +

df

2

dt

(t) g

2

(t) + f

2

(t)

dg

2

dt

(t) +

df

3

dt

(t) g

3

(t) + f

3

(t)

dg

3

dt

(t)

_

df

1

dt

(t),

df

2

dt

(t),

df

3

dt

(t)

_

(g

1

(t), g

2

(t), g

3

(t))

+( f

1

(t), f

2

(t), f

3

(t))

_

dg

1

dt

(t),

dg

2

dt

(t),

dg

3

dt

(t)

_

df

dt

(t) g(t) + f(t)

dg

dt

(t) for all t. QED

54 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

Example 1.37. Suppose f(t) is differentiable. Find the derivative of |f(t)|.

Solution: Since |f(t)| is a real-valued function of t, then by the Chain Rule for real-valued

functions, we know that

d

dt

|f(t)|

2

2|f(t)|

d

dt

|f(t)|.

But |f(t)|

2

f(t) f(t), so

d

dt

|f(t)|

2

d

dt

(f(t) f(t)). Hence, we have

2|f(t)|

d

dt

|f(t)|

d

dt

(f(t) f(t)) f

2f

d

dt

|f(t)|

f

(t) f(t)

|f(t)|

.

We know that |f(t)| is constant if and only if

d

dt

|f(t)| 0 for all t. Also, f(t) f

(t) if and

only if f

(t) f(t) 0. Thus, the above example shows this important fact:

If |f(t)| /0, then |f(t)| is constant if and only if f(t) f

This means that if a curve lies completely on a sphere (or circle) centered at the origin, then

the tangent vector f

Example 1.38. The spherical spiral f(t)

_

cos t

_

1+a

2

t

2

,

sint

_

1+a

2

t

2

,

at

_

1+a

2

t

2

_

, for a /0.

Figure 1.8.3 shows the graph of the curve when a 0.2. In the exercises, the reader will be

asked to show that this curve lies on the sphere x

2

+ y

2

+z

2

1 and to verify directly that

f

-1

-0.8

-0.6

-0.4

-0.2

0

0.2

0.4

0.6

0.8

1

-1

-0.8

-0.6

-0.4

-0.2

0

0.2

0.4

0.6

0.8

1

-0.2

-0.15

-0.1

-0.05

0

0.05

0.1

0.15

0.2

z

x

y

z

Figure 1.8.3 Spherical spiral with a 0.2

1.8 Vector-Valued Functions 55

Just as in single-variable calculus, higher-order derivatives of vector-valued functions are

obtained by repeatedly differentiating the (rst) derivative of the function:

f

(t)

d

dt

f

(t) , f

(t)

d

dt

f

(t) , . . . ,

d

n

f

dt

n

d

dt

_

d

n1

f

dt

n1

_

(for n 2, 3, 4, . . .)

We can use vector-valued functions to represent physical quantities, such as velocity, ac-

celeration, force, momentum, etc. For example, let the real variable t represent time elapsed

from some initial time (t 0), and suppose that an object of constant mass m is subjected

to some force so that it moves in space, with its position (x, y, z) at time t a function of

t. That is, x x(t), y y(t), z z(t) for some real-valued functions x(t), y(t), z(t). Call

r(t) (x(t), y(t), z(t)) the position vector of the object. We can dene various physical quan-

tities associated with the object as follows:

14

position: r(t) (x(t), y(t), z(t))

velocity: v(t) r(t) r

(t)

dr

dt

(x

(t), y

(t), z

(t))

acceleration: a(t) v(t) v

(t)

dv

dt

r(t) r

(t)

d

2

r

dt

2

(x

(t), y

(t), z

(t))

momentum: p(t) mv(t)

force: F(t) p(t) p

(t)

dp

dt

(Newtons Second Law of Motion)

The magnitude |v(t)| of the velocity vector is called the speed of the object. Note that since

the mass m is a constant, the force equation becomes the familiar F(t) ma(t).

Example 1.39. Let r(t) (5cos t, 3sint, 4sint) be the position vector of an object at time t 0.

Find its (a) velocity and (b) acceleration vectors.

Solution: (a) v(t) r(t) (5sint, 3cos t, 4cos t)

(b) a(t) v(t) (5cos t, 3sint, 4sint)

Note that |r(t)|

_

25cos

2

t +25sin

2

t 5 for all t, so by Example 1.37 we know that r(t)

r(t) 0 for all t (which we can verify from part (a)). In fact, |v(t)| 5 for all t also. And not

only does r(t) lie on the sphere of radius 5 centered at the origin, but perhaps not so obvious

is that it lies completely within a circle of radius 5 centered at the origin. Also, note that

a(t) r(t). It turns out (see Exercise 16) that whenever an object moves in a circle with

constant speed, the acceleration vector will point in the opposite direction of the position

vector (i.e. towards the center of the circle).

14

We will often use the older dot notation for derivatives when physics is involved.

56 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

Recall from Section 1.5 that if r

1

, r

2

are position vectors to distinct points then r

1

+t(r

2

r

1

)

represents a line through those two points as t varies over all real numbers. That vector

sum can be written as (1t)r

1

+tr

2

. So the function l(t) (1t)r

1

+tr

2

is a line through

the terminal points of r

1

and r

2

, and when t is restricted to the interval [0, 1] it is the line

segment between the points, with l(0) r

1

and l(1) r

2

.

In general, a function of the form f(t) (a

1

t +b

1

, a

2

t +b

2

, a

3

t +b

3

) represents a line in R

3

. A

function of the form f(t) (a

1

t

2

+b

1

t +c

1

, a

2

t

2

+b

2

t +c

2

, a

3

t

2

+b

3

t +c

3

) represents a (possibly

degenerate) parabola in R

3

.

Example 1.40. Bzier curves are used in Computer Aided Design (CAD) to approximate

the shape of a polygonal path in space (called the Bzier polygon or control polygon). For

instance, given three points (or position vectors) b

0

, b

1

, b

2

in R

3

, dene

b

1

0

(t) (1t)b

0

+tb

1

b

1

1

(t) (1t)b

1

+tb

2

b

2

0

(t) (1t)b

1

0

(t) +tb

1

1

(t)

(1t)

2

b

0

+2t(1t)b

1

+t

2

b

2

for all real t. For t in the interval [0, 1], we see that b

1

0

(t) is the line segment between b

0

and

b

1

, and b

1

1

(t) is the line segment between b

1

and b

2

. The function b

2

0

(t) is the Bzier curve

for the points b

0

, b

1

, b

2

. Note from the last formula that the curve is a parabola that goes

through b

0

(when t 0) and b

2

(when t 1).

As an example, let b

0

(0, 0, 0), b

1

(1, 2, 3), and b

2

(4, 5, 2). Then the explicit formula for

the Bzier curve is b

2

0

(t) (2t +2t

2

, 4t +t

2

, 6t 4t

2

), as shown in Figure 1.8.4, where the line

segments are b

1

0

(t) and b

1

1

(t), and the curve is b

2

0

(t).

0

0.5

1

1.5

2

2.5

3

3.5

4

0

1

2

3

4

5

0

0.5

1

1.5

2

2.5

3

z

x

y

z

(0, 0, 0)

(1, 2, 3)

(4, 5, 2)

Figure 1.8.4 Bzier curve approximation for three points

1.8 Vector-Valued Functions 57

In general, the polygonal path determined by n 3 noncollinear points in R

3

can be used

to dene the Bzier curve recursively by a process called repeated linear interpolation. This

curve will be a vector-valued function whose components are polynomials of degree n1,

and its formula is given by de Casteljaus algorithm.

15

In the exercises, the reader will be

given the algorithm for the case of n 4 points and asked to write the explicit formula for

the Bzier curve for the four points shown in Figure 1.8.5.

0

0.5

1

1.5

2

2.5

3

3.5

4

0

1

2

3

4

5

0

0.5

1

1.5

2

z

x

y

z

(0, 0, 0)

(0, 1, 1)

(2, 3, 0)

(4, 5, 2)

Figure 1.8.5 Bzier curve approximation for four points

Exercises

A

For Exercises 1-4, calculate f

1. f(t) (t +1, t

2

+1, t

3

+1) 2. f(t) (e

t

+1, e

2t

+1, e

t

2

+1)

3. f(t) (cos2t, sin2t, t) 4. f(t) (sin2t, 2sin

2

t, 2cos t)

For Exercises 5-6, nd the velocity v(t) and acceleration a(t) of an object with the given

position vector r(t).

5. r(t) (t, t sint, 1cos t) 6. r(t) (3cos t, 2sint, 1)

B

7. Let f(t)

_

cos t

_

1+a

2

t

2

,

sint

_

1+a

2

t

2

,

at

_

1+a

2

t

2

_

, with a /0.

(a) Show that |f(t)| 1 for all t.

(b) Show directly that f

8. If f

(t) 0 for all t in some interval (a, b), show that f(t) is a constant vector in (a, b).

15

See pp. 27-30 in FARIN.

58 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

9. For a constant vector c /0, the function f(t) tc represents a line parallel to c.

(a) What kind of curve does g(t) t

3

c represent? Explain.

(b) What kind of curve does h(t) e

t

c represent? Explain.

(c) Compare f

(0) and g

(0). Given your answer to part (a), how do you explain the

difference in the two derivatives?

10. Show that

d

dt

_

f

df

dt

_

f

d

2

f

dt

2

.

11. Let a particle of (constant) mass m have position vector r(t), velocity v(t), acceleration

a(t) and momentum p(t) at time t. The angular momentum L(t) of the particle with

respect to the origin at time t is dened as L(t) r(t) p(t). If F(t) is the force acting on

the particle at time t, then dene the torque N(t) acting on the particle with respect to

the origin as N(t) r(t) F(t). Show that L

(t) N(t).

12. Show that

d

dt

(f (g h))

df

dt

(g h) + f

_

dg

dt

h

_

+ f

_

g

dh

dt

_

.

13. The Mean Value Theorem does not hold for vector-valued functions: Show that for f(t)

(cos t, sint, t), there is no t in the interval (0, 2) such that

f

(t)

f(2) f(0)

20

.

C

14. The Bzier curve b

3

0

(t) for four noncollinear points b

0

, b

1

, b

2

, b

3

in R

3

is dened by the

following algorithm (going from the left column to the right):

b

1

0

(t) (1t)b

0

+tb

1

b

2

0

(t) (1t)b

1

0

(t) +tb

1

1

(t) b

3

0

(t) (1t)b

2

0

(t) +tb

2

1

(t)

b

1

1

(t) (1t)b

1

+tb

2

b

2

1

(t) (1t)b

1

1

(t) +tb

1

2

(t)

b

1

2

(t) (1t)b

2

+tb

3

(a) Show that b

3

0

(t) (1t)

3

b

0

+3t(1t)

2

b

1

+3t

2

(1t)b

2

+t

3

b

3

.

(b) Write the explicit formula (as in Example 1.40) for the Bzier curve for the points

b

0

(0, 0, 0), b

1

(0, 1, 1), b

2

(2, 3, 0), b

3

(4, 5, 2).

15. Let r(t) be the position vector for a particle moving in R

3

. Show that

d

dt

(r(v r)) |r|

2

a+(r v)v(|v|

2

+r a)r.

16. Let r(t) be the position vector in R

3

for a particle that moves with constant speed c >0

in a circle of radius a >0 in the xy-plane. Show that a(t) points in the opposite direction

as r(t) for all t. (Hint: Use Example 1.37 to show that r(t) v(t) and a(t) v(t), and hence

a(t) r(t).)

17. Prove Theorem 1.20(g).

1.9 Arc Length 59

1.9 Arc Length

Let r(t) (x(t), y(t), z(t)) be the position vector of an object moving in R

3

. Since |v(t)| is the

speed of the object at time t, it seems natural to dene the distance s traveled by the object

from time t a to t b as the denite integral

s

_

b

a

|v(t)|dt

_

b

a

_

x

(t)

2

+ y

(t)

2

+z

(t)

2

dt , (1.40)

which is analogous to the case from single-variable calculus for parametric functions in R

2

.

This is indeed how we will dene the distance traveled and, in general, the arc length of a

curve in R

3

.

Denition 1.13. Let f(t) (x(t), y(t), z(t)) be a curve in R

3

whose domain includes the inter-

val [a, b]. Suppose that in the interval (a, b) the rst derivative of each component function

x(t), y(t) and z(t) exists and is continuous, and that no section of the curve is repeated. Then

the arc length L of the curve from t a to t b is

L

_

b

a

|f

(t)|dt

_

b

a

_

x

(t)

2

+ y

(t)

2

+z

(t)

2

dt (1.41)

A real-valued function whose rst derivative is continuous is called continuously differ-

entiable (or a C

1

function), and a function whose derivatives of all orders are continuous

is called smooth (or a C

smooth curve f(t) is one whose derivative f

functions are all smooth.

Note that we did not prove that the formula in the above denition actually gives the

length of a section of a curve. A rigorous proof requires dealing with some subtleties, nor-

mally glossed over in calculus texts, which are beyond the scope of this book.

16

Example 1.41. Find the length L of the helix f(t) (cos t, sint, t) from t 0 to t 2.

Solution: By formula (1.41), we have

L

_

2

0

_

(sint)

2

+(cos t)

2

+1

2

dt

_

2

0

_

sin

2

t +cos

2

t +1dt

_

2

0

_

2dt

_

2(20) 2

_

2

Similar to the case in R

2

, if there are values of t in the interval [a, b] where the derivative

of a component function is not continuous then it is often possible to partition [a, b] into

subintervals where all the component functions are continuously differentiable (except at

the endpoints, which can be ignored). The sum of the arc lengths over the subintervals will

be the arc length over [a, b].

16

In particular, Duhamels principle is needed. See the proof in TAYLOR and MANN, 14.2 and 18.2.

60 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

Notice that the curve traced out by the function f(t) (cos t, sint, t) from Example 1.41 is

also traced out by the function g(t) (cos2t, sin2t, 2t). For example, over the interval [0, ],

g(t) traces out the same section of the curve as f(t) does over the interval [0, 2]. Intuitively,

this says that g(t) traces the curve twice as fast as f(t). This makes sense since, viewing the

functions as position vectors and their derivatives as velocity vectors, the speeds of f(t) and

g(t) are |f

(t)|

_

2 and |g

(t)| 2

_

2, respectively. We say that g(t) and f(t) are different

parametrizations of the same curve.

Denition 1.14. Let C be a smooth curve in R

3

represented by a function f(t) dened on an

interval [a, b], and let : [c, d] [a, b] be a smooth one-to-one mapping of an interval [c, d]

onto [a, b]. Then the function g : [c, d] R

3

dened by g(s) f((s)) is a parametrization of

C with parameter s. If is strictly increasing on [c, d] then we say that g(s) is equivalent

to f(t).

s t f(t)

[c, d] [a, b]

R

3

f

g(s) f((s)) f(t)

Note that the differentiability of g(s) follows from a version of the Chain Rule for vector-

valued functions (the proof is left as an exercise):

Theorem 1.21. Chain Rule: If f(t) is a differentiable vector-valued function of t, and t

(s) is a differentiable scalar function of s, then f(s) f((s)) is a differentiable vector-valued

function of s, and

df

ds

df

dt

dt

ds

(1.42)

for any s where the composite function f((s)) is dened.

Example 1.42. The following are all equivalent parametrizations of the same curve:

f(t) (cos t, sint, t) for t in [0, 2]

g(s) (cos2s, sin2s, 2s) for s in [0, ]

h(s) (cos2s, sin2s, 2s) for s in [0, 1]

To see that g(s) is equivalent to f(t), dene : [0, ] [0, 2] by (s) 2s. Then is smooth,

one-to-one, maps [0, ] onto [0, 2], and is strictly increasing (since

Likewise, dening : [0, 1] [0, 2] by (s) 2s shows that h(s) is equivalent to f(t).

1.9 Arc Length 61

A curve can have many parametrizations, with different speeds, so which one is the best

to use? In some situations the arc length parametrization can be useful. The idea behind

this is to replace the parameter t, for any given smooth parametrization f(t) dened on [a, b],

by the parameter s given by

s s(t)

_

t

a

|f

(u)|du. (1.43)

In terms of motion along a curve, s is the distance traveled along the curve after time t

has elapsed. So the new parameter will be distance instead of time. There is a natural

correspondence between s and t: from a starting point on the curve, the distance traveled

along the curve (in one direction) is uniquely determined by the amount of time elapsed, and

vice versa.

Since s is the arc length of the curve over the interval [a, t] for each t in [a, b], then it is a

function of t. By the Fundamental Theorem of Calculus, its derivative is

s

(t)

ds

dt

d

dt

_

t

a

|f

(u)|du |f

Since f(t) is smooth, then |f

increasing on the interval [a, b]. Recall that this means that s is a one-to-one mapping of the

interval [a, b] onto the interval [s(a), s(b)]. But we see that

s(a)

_

a

a

|f

_

b

a

|f

s t

[0, L] [a, b]

(s)

s(t)

Figure 1.9.1 t (s)

So the function s : [a, b] [0, L] is a one-to-one, differentiable

mapping onto the interval [0, L]. From single-variable calculus,

we know that this means that there exists an inverse function

: [0, L] [a, b] that is differentiable and the inverse of s : [a, b]

[0, L]. That is, for each t in [a, b] there is a unique s in [0, L] such

that s s(t) and t (s). And we know that the derivative of is

(s)

1

s

((s))

1

|f

((s))|

So dene the arc length parametrization f : [0, L] R

3

by

f(s) f((s)) for all s in [0, L].

Then f(s) is smooth, by the Chain Rule. In fact, f(s) has unit speed:

f

(s) f

((s))

f

((s))

1

|f

((s))|

, so

|f

So the arc length parametrization traverses the curve at a normal rate.

62 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

In practice, parametrizing a curve f(t) by arc length requires you to evaluate the integral

s

_

t

a

|f

(u)|du in some closed form (as a function of t) so that you could then solve for t in

terms of s. If that can be done, you would then substitute the expression for t in terms of s

(which we called (s)) into the formula for f(t) to get f(s).

Example 1.43. Parametrize the helix f(t) (cos t, sint, t), for t in [0, 2], by arc length.

Solution: By Example 1.41 and formula (1.43), we have

s

_

t

0

|f

(u)|du

_

t

0

_

2du

_

2t for all t in [0, 2].

So we can solve for t in terms of s: t (s)

s

_

2

.

f(s)

_

cos

s

_

2

, sin

s

_

2

,

s

_

2

_

for all s in [0, 2

_

2]. Note that |f

(s)| 1.

Arc length plays an important role when discussing curvature and moving frame elds,

in the eld of mathematics known as differential geometry.

17

The methods involve using

an arc length parametrization, which often leads to an integral that is either difcult or

impossible to evaluate in a simple closed form. The simple integral in Example 1.43 is

the exception, not the norm. In general, arc length parametrizations are more useful for

theoretical purposes than for practical computations.

18

Curvature and moving frame elds

can be dened without using arc length, which makes their computation much easier, and

these denitions can be shown to be equivalent to those using arc length. We will leave this

to the exercises.

The arc length for curves given in other coordinate systems can also be calculated:

Theorem 1.22. Suppose that r r(t), (t) and z z(t) are the cylindrical coordinates of

a curve f(t), for t in [a, b]. Then the arc length L of the curve over [a, b] is

L

_

b

a

_

r

(t)

2

+r(t)

2

(t)

2

+z

(t)

2

dt (1.44)

Proof: The Cartesian coordinates (x(t), y(t), z(t)) of a point on the curve are given by

x(t) r(t) cos(t), y(t) r(t) sin(t), z(t) z(t)

so differentiating the above expressions for x(t) and y(t) with respect to t gives

x

(t) r

(t) sin(t), y

(t) r

(t) cos(t)

17

See ONEILL for an introduction to elementary differential geometry.

18

For example, the usual parametrizations of Bzier curves, which we discussed in Section 1.8, are polynomial

functions in R

3

. This makes their computation relatively simple, which, in CAD, is desirable. But their arc

length parametrizations are not only not polynomials, they are in fact usually impossible to calculate at all.

1.9 Arc Length 63

and so

x

(t)

2

+ y

(t)

2

(r

(t) sin(t))

2

+(r

(t) cos(t))

2

r

(t)

2

(cos

2

+sin

2

) +r(t)

2

(t)

2

(cos

2

+sin

2

)

2r

(t)r(t)

(t)r(t)

(t) cossin

r

(t)

2

+r(t)

2

(t)

2

, and so

L

_

b

a

_

x

(t)

2

+ y

(t)

2

+z

(t)

2

dt

_

b

a

_

r

(t)

2

+r(t)

2

(t)

2

+z

(t)

2

dt QED

Example 1.44. Find the arc length L of the curve whose cylindrical coordinates are r e

t

,

t and z e

t

, for t over the interval [0, 1].

Solution: Since r

(t) e

t

,

(t) 1 and z

(t) e

t

, then

L

_

1

0

_

r

(t)

2

+r(t)

2

(t)

2

+z

(t)

2

dt

_

1

0

_

e

2t

+e

2t

(1) +e

2t

dt

_

1

0

e

t

_

3dt

_

3(e 1)

Exercises

A

For Exercises 1-3, calculate the arc length of f(t) over the given interval.

1. f(t) (3cos2t, 3sin2t, 3t) on [0, /2]

2. f(t) ((t

2

+1) cos t, (t

2

+1) sint, 2

_

2t) on [0, 1]

3. f(t) (2cos3t, 2sin3t, 2t

3/2

) on [0, 1]

4. Parametrize the curve from Exercise 1 by arc length.

5. Parametrize the curve from Exercise 3 by arc length.

B

6. Let f(t) be a differentiable curve such that f(t) /0 for all t. Show that

d

dt

_

f(t)

_

_

f(t)

_

_

_

f(t) (f

(t) f(t))

|f(t)|

3

.

64 CHAPTER 1. VECTORS IN EUCLIDEAN SPACE

Exercises 7-9 develop the moving frame eld T, N, B at a point on a curve.

7. Let f(t) be a smooth curve such that f

vector T by

T(t)

f

(t)

|f

(t)|

.

Show that

T

(t)

f

(t) (f

(t) f

(t))

|f

(t)|

3

.

8. Continuing Exercise 7, assume that f

(t) and f

(t) /0 so we

can dene the unit principal normal vector N by

N(t)

T

(t)

|T

(t)|

.

Show that

N(t)

f

(t) (f

(t) f

(t))

|f

(t)||f

(t) f

(t)|

.

9. Continuing Exercise 8, the unit binormal vector B is dened by

B(t) T(t) N(t).

Show that

B(t)

f

(t) f

(t)

|f

(t) f

(t)|

.

Note: The vectors T(t), N(t) and B(t) form a right-handed system of mutually perpendic-

ular unit vectors (called orthonormal vectors) at each point on the curve f(t).

10. Continuing Exercise 9, the curvature is dened by

(t)

|T

(t)|

|f

(t)|

|f

(t) (f

(t) f

(t))|

|f

(t)|

4

.

Show that

(t)

|f

(t) f

(t)|

|f

(t)|

3

and that T

(t) |f

(t)|(t) N(t).

Note: (t) gives a sense of how curved the curve f(t) is at each point.

11. Find T, N, B and at each point of the helix f(t) (cos t, sint, t).

12. Show that the arc length L of a curve whose spherical coordinates are (t), (t)

and (t) for t in an interval [a, b] is

L

_

b

a

_

(t)

2

+((t)

2

sin

2

(t))

(t)

2

+(t)

2

(t)

2

dt.

2 Functions of Several Variables

2.1 Functions of Two or Three Variables

In Section 1.8 we discussed vector-valued functions of a single real variable. We will now

examine real-valued functions of a point (or vector) in R

2

or R

3

. For the most part these

functions will be dened on sets of points in R

2

, but there will be times when we will use

points in R

3

, and there will also be times when it will be convenient to think of the points as

vectors (or terminal points of vectors).

A real-valued function f dened on a subset D of R

2

is a rule that assigns to each point

(x, y) in D a real number f (x, y). The largest possible set D in R

2

on which f is dened is

called the domain of f , and the range of f is the set of all real numbers f (x, y) as (x, y)

varies over the domain D. A similar denition holds for functions f (x, y, z) dened on points

(x, y, z) in R

3

.

Example 2.1. The domain of the function

f (x, y) xy

is all of R

2

, and the range of f is all of R.

Example 2.2. The domain of the function

f (x, y)

1

x y

is all of R

2

except the points (x, y) for which x y. That is, the domain is the set D {(x, y) :

x / y}. The range of f is all real numbers except 0.

Example 2.3. The domain of the function

f (x, y)

_

1x

2

y

2

is the set D {(x, y) : x

2

+ y

2

1}, since the quantity inside the square root is nonnegative if

and only if 1(x

2

+ y

2

) 0. We see that D consists of all points on and inside the unit circle

in R

2

(D is sometimes called the closed unit disk). The range of f is the interval [0, 1] in R.

65

66 CHAPTER 2. FUNCTIONS OF SEVERAL VARIABLES

Example 2.4. The domain of the function

f (x, y, z) e

x+yz

is all of R

3

, and the range of f is all positive real numbers.

A function f (x, y) dened in R

2

is often written as z f (x, y), as was mentioned in Section

1.1, so that the graph of f (x, y) is the set {(x, y, z) : z f (x, y)} in R

3

. So we see that this

graph is a surface in R

3

, since it satises an equation of the form F(x, y, z) 0 (namely,

F(x, y, z) f (x, y) z). The traces of this surface in the planes z c, where c varies over R,

are called the level curves of the function. Equivalently, the level curves are the solution

sets of the equations f (x, y) c, for c in R. Level curves are often projected onto the xy-plane

to give an idea of the various elevation levels of the surface (as is done in topography).

Example 2.5. The graph of the function

f (x, y)

sin

_

x

2

+ y

2

_

x

2

+ y

2

is shown below. Note that the level curves (shown both on the surface and projected onto the

xy-plane) are groups of concentric circles.

-10

-5

0

5

10

-10

-5

0

5

10

-0.4

-0.2

0

0.2

0.4

0.6

0.8

1

z

x

y

z

Figure 2.1.1 The function f (x, y)

sin

_

x

2

+y

2

_

x

2

+y

2

You may be wondering what happens to the function in Example 2.5 at the point (x, y)

(0, 0), since both the numerator and denominator are 0 at that point. The function is not

dened at (0, 0), but the limit of the function exists (and equals 1) as (x, y) approaches (0, 0).

We will now state explicitly what is meant by the limit of a function of two variables.

2.1 Functions of Two or Three Variables 67

Denition 2.1. Let (a, b) be a point in R

2

, and let f (x, y) be a real-valued function dened

on some set containing (a, b) (but not necessarily dened at (a, b) itself). Then we say that

the limit of f (x, y) equals L as (x, y) approaches (a, b), written as

lim

(x, y)(a,b)

f (x, y) L , (2.1)

if given any >0, there exists a >0 such that

[ f (x, y) L[ < whenever 0 <

_

(xa)

2

+(yb)

2

<.

A similar denition can be made for functions of three variables. The idea behind the

above denition is that the values of f (x, y) can get arbitrarily close to L (i.e. within of

L) if we pick (x, y) sufciently close to (a, b) (i.e. inside a circle centered at (a, b) with some

sufciently small radius ).

If you recall the epsilon-delta proofs of limits of real-valued functions of a single variable,

you may remember how awkward they can be, and how they can usually only be done easily

for simple functions. In general, the multivariable cases are at least equally awkward to go

through, so we will not bother with such proofs. Instead, we will simply state that when the

function f (x, y) is given by a single formula and is dened at the point (a, b) (e.g. is not some

indeterminate form like 0/0) then you can just substitute (x, y) (a, b) into the formula for

f (x, y) to nd the limit.

Example 2.6.

lim

(x, y)(1,2)

xy

x

2

+ y

2

(1)(2)

1

2

+2

2

2

5

since f (x, y)

xy

x

2

+y

2

is properly dened at the point (1, 2).

The major difference between limits in one variable and limits in two or more variables

has to do with how a point is approached. In the single-variable case, the statement x a

means that x gets closer to the value a from two possible directions along the real number

line (see Figure 2.1.2(a)). In two dimensions, however, (x, y) can approach a point (a, b) along

an innite number of paths (see Figure 2.1.2(b)).

0 x a

x x

(a) x a in R

x

y

0

(a, b)

(b) (x, y) (a, b) in R

2

Figure 2.1.2 Approaching a point in different dimensions

68 CHAPTER 2. FUNCTIONS OF SEVERAL VARIABLES

Example 2.7.

lim

(x, y)(0,0)

xy

x

2

+ y

2

does not exist

Note that we can not simply substitute (x, y) (0, 0) into the function, since doing so gives an

indeterminate form 0/0. To show that the limit does not exist, we will show that the function

approaches different values as (x, y) approaches (0, 0) along different paths in R

2

. To see this,

suppose that (x, y) (0, 0) along the positive x-axis, so that y 0 along that path. Then

f (x, y)

xy

x

2

+ y

2

x0

x

2

+0

2

0

along that path (since x >0 in the denominator). But if (x, y) (0, 0) along the straight line

y x through the origin, for x >0, then we see that

f (x, y)

xy

x

2

+ y

2

x

2

x

2

+x

2

1

2

which means that f (x, y) approaches different values as (x, y) (0, 0) along different paths.

Hence the limit does not exist.

Limits of real-valued multivariable functions obey the same algebraic rules as in the

single-variable case, as shown in the following theorem, which we state without proof.

Theorem 2.1. Suppose that lim

(x, y)(a,b)

f (x, y) and lim

(x, y)(a,b)

g(x, y) both exist, and that k is

some scalar. Then:

(a) lim

(x, y)(a,b)

[ f (x, y) g(x, y)]

_

lim

(x, y)(a,b)

f (x, y)

_

_

lim

(x, y)(a,b)

g(x, y)

_

(b) lim

(x, y)(a,b)

k f (x, y) k

_

lim

(x, y)(a,b)

f (x, y)

_

(c) lim

(x, y)(a,b)

[ f (x, y)g(x, y)]

_

lim

(x, y)(a,b)

f (x, y)

__

lim

(x, y)(a,b)

g(x, y)

_

(d) lim

(x, y)(a,b)

f (x, y)

g(x, y)

lim

(x, y)(a,b)

f (x, y)

lim

(x, y)(a,b)

g(x, y)

if lim

(x, y)(a,b)

g(x, y) /0

(e) If [ f (x, y) L[ g(x, y) for all (x, y) and if lim

(x, y)(a,b)

g(x, y) 0, then lim

(x, y)(a,b)

f (x, y) L.

Note that in part (e), it sufces to have [ f (x, y)L[ g(x, y) for all (x, y) sufciently close

to (a, b) (but excluding (a, b) itself).

2.1 Functions of Two or Three Variables 69

Example 2.8. Show that

lim

(x, y)(0,0)

y

4

x

2

+ y

2

0.

Since substituting (x, y) (0, 0) into the function gives the indeterminate form 0/0, we need

an alternate method for evaluating this limit. We will use Theorem 2.1(e). First, notice that

y

4

__

y

2

_

4

and so 0 y

4

__

x

2

+ y

2

_

4

for all (x, y). But

__

x

2

+ y

2

_

4

(x

2

+ y

2

)

2

. Thus, for

all (x, y) /(0, 0) we have

y

4

x

2

+ y

2

(x

2

+ y

2

)

2

x

2

+ y

2

x

2

+ y

2

0 as (x, y) (0, 0).

Therefore lim

(x, y)(0,0)

y

4

x

2

+ y

2

0.

Continuity can be dened similarly as in the single-variable case.

Denition 2.2. A real-valued function f (x, y) with domain D in R

2

is continuous at the

point (a, b) in D if lim

(x, y)(a,b)

f (x, y) f (a, b). We say that f (x, y) is a continuous function if

it is continuous at every point in its domain D.

Unless indicated otherwise, you can assume that all the functions we deal with are con-

tinuous. In fact, we can modify the function from Example 2.8 so that it is continuous on all

of R

2

.

Example 2.9. Dene a function f (x, y) on all of R

2

as follows:

f (x, y)

_

_

0 if (x, y) (0, 0)

y

4

x

2

+ y

2

if (x, y) /(0, 0)

Then f (x, y) is well-dened for all (x, y) in R

2

(i.e. there are no indeterminate forms for any

(x, y)), and we see that

lim

(x, y)(a,b)

f (x, y)

b

4

a

2

+b

2

f (a, b) for (a, b) /(0, 0).

So since

lim

(x, y)(0,0)

f (x, y) 0 f (0, 0) by Example 2.8,

then f (x, y) is continuous on all of R

2

.

70 CHAPTER 2. FUNCTIONS OF SEVERAL VARIABLES

Exercises

A

For Exercises 1-6, state the domain and range of the given function.

1. f (x, y) x

2

+ y

2

1 2. f (x, y)

1

x

2

+ y

2

3. f (x, y)

_

x

2

+ y

2

4 4. f (x, y)

x

2

+1

y

5. f (x, y, z) sin(xyz) 6. f (x, y, z)

_

(x1)(yz 1)

For Exercises 7-18, evaluate the given limit.

7. lim

(x, y)(0,0)

cos(xy) 8. lim

(x, y)(0,0)

e

xy

9. lim

(x, y)(0,0)

x

2

y

2

x

2

+ y

2

10. lim

(x, y)(0,0)

xy

2

x

2

+ y

4

11. lim

(x, y)(1,1)

x

2

2xy+ y

2

x y

12. lim

(x, y)(0,0)

xy

2

x

2

+ y

2

13. lim

(x, y)(1,1)

x

2

y

2

x y

14. lim

(x, y)(0,0)

x

2

2xy+ y

2

x y

15. lim

(x, y)(0,0)

y

4

sin(xy)

x

2

+ y

2

16. lim

(x, y)(0,0)

(x

2

+ y

2

) cos

_

1

xy

_

17. lim

(x, y)(0,0)

x

y

18. lim

(x, y)(0,0)

cos

_

1

xy

_

B

19. Show that f (x, y)

1

2

2

e

(x

2

+y

2

)/2

2

, for > 0, is constant on the circle of radius r > 0

centered at the origin. This function is called a Gaussian blur, and is used as a lter in

image processing software to produce a blurred effect.

20. Suppose that f (x, y) f (y, x) for all (x, y) in R

2

. Show that f (x, y) f (y, x) for all (x, y) in

R

2

.

21. Use the substitution r

_

x

2

+ y

2

to show that

lim

(x, y)(0,0)

sin

_

x

2

+ y

2

_

x

2

+ y

2

1 .

(Hint: You will need to use LHpitals Rule for single-variable limits.)

C

22. Prove Theorem 2.1(a) in the case of addition. (Hint: Use Denition 2.1.)

23. Prove Theorem 2.1(b).

2.2 Partial Derivatives 71

2.2 Partial Derivatives

Now that we have an idea of what functions of several variables are, and what a limit of

such a function is, we can start to develop an idea of a derivative of a function of two or more

variables. We will start with the notion of a partial derivative.

Denition 2.3. Let f (x, y) be a real-valued function with domain D in R

2

, and let (a, b) be

a point in D. Then the partial derivative of f at (a, b) with respect to x, denoted by

f

x

(a, b), is dened as

f

x

(a, b) lim

h0

f (a+h, b) f (a, b)

h

(2.2)

and the partial derivative of f at (a, b) with respect to y, denoted by

f

y

(a, b), is dened

as

f

y

(a, b) lim

h0

f (a, b+h) f (a, b)

h

. (2.3)

Note: The symbol is pronounced del.

1

Recall that the derivative of a function f (x) can be interpreted as the rate of change of

that function in the (positive) x direction. From the denitions above, we can see that the

partial derivative of a function f (x, y) with respect to x or y is the rate of change of f (x, y) in

the (positive) x or y direction, respectively. What this means is that the partial derivative of

a function f (x, y) with respect to x can be calculated by treating the y variable as a constant,

and then simply differentiating f (x, y) as if it were a function of x alone, using the usual

rules from single-variable calculus. Likewise, the partial derivative of f (x, y) with respect to

y is obtained by treating the x variable as a constant and then differentiating f (x, y) as if it

were a function of y alone.

Example 2.10. Find

f

x

(x, y) and

f

y

(x, y) for the function f (x, y) x

2

y+ y

3

.

Solution: Treating y as a constant and differentiating f (x, y) with respect to x gives

f

x

(x, y) 2xy

and treating x as a constant and differentiating f (x, y) with respect to y gives

f

y

(x, y) x

2

+3y

2

.

1

It is not a Greek letter. The symbol was rst used by the mathematicians A. Clairaut and L. Euler around

1740, to distinguish it from the letter d used for the usual derivative.

72 CHAPTER 2. FUNCTIONS OF SEVERAL VARIABLES

We will often simply write

f

x

and

f

y

instead of

f

x

(x, y) and

f

y

(x, y).

Example 2.11. Find

f

x

and

f

y

for the function f (x, y)

sin(xy

2

)

x

2

+1

.

Solution: Treating y as a constant and differentiating f (x, y) with respect to x gives

f

x

(x

2

+1)(y

2

cos(xy

2

)) (2x) sin(xy

2

)

(x

2

+1)

2

and treating x as a constant and differentiating f (x, y) with respect to y gives

f

y

2xy cos(xy

2

)

x

2

+1

.

Since both

f

x

and

f

y

are themselves functions of x and y, we can take their partial

derivatives with respect to x and y. This yields the higher-order partial derivatives:

2

f

x

2

x

_

f

x

_

2

f

y

2

y

_

f

y

_

2

f

yx

y

_

f

x

_

2

f

xy

x

_

f

y

_

3

f

x

3

x

_

2

f

x

2

_

3

f

y

3

y

_

2

f

y

2

_

3

f

yx

2

y

_

2

f

x

2

_

3

f

xy

2

x

_

2

f

y

2

_

3

f

y

2

x

y

_

2

f

yx

_

3

f

x

2

y

x

_

2

f

xy

_

3

f

xyx

x

_

2

f

yx

_

3

f

yxy

y

_

2

f

xy

_

.

.

.

Example 2.12. Find the partial derivatives

f

x

,

f

y

,

2

f

x

2

,

2

f

y

2

,

2

f

yx

and

2

f

xy

for the

function f (x, y) e

x

2

y

+xy

3

.

2.2 Partial Derivatives 73

Solution: Proceeding as before, we have

f

x

2xye

x

2

y

+ y

3

f

y

x

2

e

x

2

y

+3xy

2

2

f

x

2

x

(2xye

x

2

y

+ y

3

)

2

f

y

2

y

(x

2

e

x

2

y

+3xy

2

)

2ye

x

2

y

+4x

2

y

2

e

x

2

y

x

4

e

x

2

y

+6xy

2

f

yx

y

(2xye

x

2

y

+ y

3

)

2

f

xy

x

(x

2

e

x

2

y

+3xy

2

)

2xe

x

2

y

+2x

3

ye

x

2

y

+3y

2

2xe

x

2

y

+2x

3

ye

x

2

y

+3y

2

Higher-order partial derivatives that are taken with respect to different variables, such

as

2

f

yx

and

2

f

xy

, are called mixed partial derivatives. Notice in the above example that

2

f

yx

2

f

xy

. It turns that this will usually be the case. Specically, whenever both

2

f

yx

and

2

f

xy

are continuous at a point (a, b), then they are equal at that point.

2

All the functions

we will deal with will have continuous partial derivatives of all orders, so you can assume in

the remainder of the text that

2

f

yx

2

f

xy

for all (x, y) in the domain of f .

In other words, it doesnt matter in which order you take partial derivatives. This applies

even to mixed partial derivatives of order 3 or higher.

The notation for partial derivatives varies. All of the following are equivalent:

f

x

: f

x

(x, y) , f

1

(x, y) , D

x

(x, y) , D

1

(x, y)

f

y

: f

y

(x, y) , f

2

(x, y) , D

y

(x, y) , D

2

(x, y)

2

f

x

2

: f

xx

(x, y) , f

11

(x, y) , D

xx

(x, y) , D

11

(x, y)

2

f

y

2

: f

yy

(x, y) , f

22

(x, y) , D

yy

(x, y) , D

22

(x, y)

2

f

yx

: f

xy

(x, y) , f

12

(x, y) , D

xy

(x, y) , D

12

(x, y)

2

f

xy

: f

yx

(x, y) , f

21

(x, y) , D

yx

(x, y) , D

21

(x, y)

2

See pp. 214-216 in TAYLOR and MANN for a proof.

74 CHAPTER 2. FUNCTIONS OF SEVERAL VARIABLES

Exercises

A

For Exercises 1-16, nd

f

x

and

f

y

.

1. f (x, y) x

2

+ y

2

2. f (x, y) cos(x+ y)

3. f (x, y)

_

x

2

+ y+4

4. f (x, y)

x+1

y+1

5. f (x, y) e

xy

+xy 6. f (x, y) x

2

y

2

+6xy+4x8y+2

7. f (x, y) x

4

8. f (x, y) x+2y

9. f (x, y)

_

x

2

+ y

2

10. f (x, y) sin(x+ y)

11. f (x, y)

3

_

x

2

+ y+4

12. f (x, y)

xy+1

x+ y

13. f (x, y) e

(x

2

+y

2

)

14. f (x, y) ln(xy)

15. f (x, y) sin(xy) 16. f (x, y) tan(x+ y)

For Exercises 17-26, nd

2

f

x

2

,

2

f

y

2

and

2

f

yx

(use Exercises 1-8, 14, 15).

17. f (x, y) x

2

+ y

2

18. f (x, y) cos(x+ y)

19. f (x, y)

_

x

2

+ y+4

20. f (x, y)

x+1

y+1

21. f (x, y) e

xy

+xy 22. f (x, y) x

2

y

2

+6xy+4x8y+2

23. f (x, y) x

4

24. f (x, y) x+2y

25. f (x, y) ln(xy) 26. f (x, y) sin(xy)

B

27. Show that the function f (x, y) sin(x+ y) +cos(x y) satises the wave equation

2

f

x

2

2

f

y

2

0 .

The wave equation is an example of a partial differential equation.

28. Let u and v be twice-differentiable functions of a single variable, and let c /0 be a con-

stant. Show that f (x, y) u(x+cy) +v(xcy) is a solution of the general one-dimensional

wave equation

3

2

f

x

2

1

c

2

2

f

y

2

0 .

3

Conversely, it turns out that any solution must be of this form. See Ch. 1 in WEINBERGER.

2.3 Tangent Plane to a Surface 75

2.3 Tangent Plane to a Surface

In the previous section we mentioned that the partial derivatives

f

x

and

f

y

can be thought

of as the rate of change of a function z f (x, y) in the positive x and y directions, respectively.

Recall that the derivative

dy

dx

of a function y f (x) has a geometric meaning, namely as the

slope of the tangent line to the graph of f at the point (x, f (x)) in R

2

. There is a similar

geometric meaning to the partial derivatives

f

x

and

f

y

of a function z f (x, y): given a

point (a, b) in the domain D of f (x, y), the trace of the surface described by z f (x, y) in the

plane y b is a curve in R

3

through the point (a, b, f (a, b)), and the slope of the tangent line

L

x

to that curve at that point is

f

x

(a, b). Similarly,

f

y

(a, b) is the slope of the tangent line

L

y

to the trace of the surface z f (x, y) in the plane x a (see Figure 2.3.1).

y

z

x

0

(a, b)

D

L

x

b

(a, b, f (a, b))

slope

f

x

(a, b)

z f (x, y)

(a) Tangent line L

x

in the plane y b

y

z

x

0

(a, b)

D

L

y

a

(a, b, f (a, b))

slope

f

y

(a, b)

z f (x, y)

(b) Tangent line L

y

in the plane x a

Figure 2.3.1 Partial derivatives as slopes

Since the derivative

dy

dx

of a function y f (x) is used to nd the tangent line to the graph

of f (which is a curve in R

2

), you might expect that partial derivatives can be used to dene

a tangent plane to the graph of a surface z f (x, y). This indeed turns out to be the case.

First, we need a denition of a tangent plane. The intuitive idea is that a tangent plane just

touches a surface at a point. The formal denition mimics the intuitive notion of a tangent

line to a curve.

Denition 2.4. Let z f (x, y) be the equation of a surface S in R

3

, and let P (a, b, c) be

a point on S. Let T be a plane which contains the point P, and let Q (x, y, z) represent a

generic point on the surface S. If the (acute) angle between the vector

T approaches zero as the point Q approaches P along the surface S, then we call T the

tangent plane to S at P.

Note that since two lines in R

3

determine a plane, then the two tangent lines to the surface

z f (x, y) in the x and y directions described in Figure 2.3.1 are contained in the tangent

plane at that point, if the tangent plane exists at that point. The existence of those two

76 CHAPTER 2. FUNCTIONS OF SEVERAL VARIABLES

tangent lines does not by itself guarantee the existence of the tangent plane. It is possible

that if we take the trace of the surface in the plane x y 0 (which makes a 45

angle with

the positive x-axis), the resulting curve in that plane may have a tangent line which is not

in the plane determined by the other two tangent lines, or it may not have a tangent line

at all at that point. Luckily, it turns out

4

that if

f

x

and

f

y

exist in a region around a point

(a, b) and are continuous at (a, b) then the tangent plane to the surface z f (x, y) will exist

at the point (a, b, f (a, b)). In this text, those conditions will always hold.

y

z

x

0

(a, b, f (a, b))

z f (x, y)

T

L

x

L

y

Figure 2.3.2 Tangent plane

Suppose that we want an equation of the tangent plane T

to the surface z f (x, y) at a point (a, b, f (a, b)). Let L

x

and

L

y

be the tangent lines to the traces of the surface in the

planes y b and x a, respectively (as in Figure 2.3.2), and

suppose that the conditions for T to exist do hold. Then the

equation for T is

A(xa) +B(yb) +C(z f (a, b)) 0 (2.4)

where n (A, B, C) is a normal vector to the plane T. Since

T contains the lines L

x

and L

y

, then all we need are vectors v

x

and v

y

that are parallel to L

x

and L

y

, respectively, and then let nv

x

v

y

.

x

z

0

v

x

(1, 0,

f

x

(a, b))

f

x

(a, b)

1

Figure 2.3.3

Since the slope of L

x

is

f

x

(a, b), then the vector v

x

(1, 0,

f

x

(a, b)) is

parallel to L

x

(since v

x

lies in the xz-plane and lies in a line with slope

f

x

(a,b)

1

f

x

(a, b). See Figure 2.3.3). Similarly, the vector

v

y

(0, 1,

f

y

(a, b)) is parallel to L

y

. Hence, the vector

nv

x

v

y

i j k

1 0

f

x

(a, b)

0 1

f

y

(a, b)

f

x

(a, b) i

f

y

(a, b) j +k

is normal to the plane T. Thus the equation of T is

f

x

(a, b) (xa)

f

y

(a, b) (yb) +z f (a, b) 0 . (2.5)

Multiplying both sides by 1, we have the following result:

The equation of the tangent plane to the surface z f (x, y) at the point (a, b, f (a, b)) is

f

x

(a, b) (xa) +

f

y

(a, b) (yb) z + f (a, b) 0 (2.6)

4

See TAYLOR and MANN, 6.4.

2.3 Tangent Plane to a Surface 77

Example 2.13. Find the equation of the tangent plane to the surface z x

2

+y

2

at the point

(1, 2, 5).

Solution: For the function f (x, y) x

2

+ y

2

, we have

f

x

2x and

f

y

2y, so the equation of

the tangent plane at the point (1, 2, 5) is

2(1)(x1) +2(2)(y2) z +5 0 , or

2x+4yz 5 0 .

In a similar fashion, it can be shown that if a surface is dened implicitly by an equation

of the form F(x, y, z) 0, then the tangent plane to the surface at a point (a, b, c) is given by

the equation

F

x

(a, b, c) (xa) +

F

y

(a, b, c) (yb) +

F

z

(a, b, c) (z c) 0 . (2.7)

Note that formula (2.6) is the special case of formula (2.7) where F(x, y, z) f (x, y) z.

Example 2.14. Find the equation of the tangent plane to the surface x

2

+ y

2

+z

2

9 at the

point (2, 2, 1).

Solution: For the function F(x, y, z) x

2

+ y

2

+z

2

9, we have

F

x

2x,

F

y

2y, and

F

z

2z,

so the equation of the tangent plane at (2, 2, 1) is

2(2)(x2) +2(2)(y2) +2(1)(z +1) 0 , or

2x+2yz 9 0 .

Exercises

A

For Exercises 1-6, nd the equation of the tangent plane to the surface z f (x, y) at the

point P.

1. f (x, y) x

2

+ y

3

, P (1, 1, 2) 2. f (x, y) xy, P (1, 1, 1)

3. f (x, y) x

2

y, P (1, 1, 1) 4. f (x, y) xe

y

, P (1, 0, 1)

5. f (x, y) x+2y, P (2, 1, 4) 6. f (x, y)

_

x

2

+ y

2

, P (3, 4, 5)

For Exercises 7-10, nd the equation of the tangent plane to the given surface at the point

P.

7.

x

2

4

+

y

2

9

+

z

2

16

1, P

_

1, 2,

2

_

11

3

_

8. x

2

+ y

2

+z

2

9, P (0, 0, 3)

9. x

2

+ y

2

z

2

0, P (3, 4, 5) 10. x

2

+ y

2

4, P (

_

3, 1, 0)

78 CHAPTER 2. FUNCTIONS OF SEVERAL VARIABLES

2.4 Directional Derivatives and the Gradient

For a function z f (x, y), we learned that the partial derivatives

f

x

and

f

y

represent the

(instantaneous) rate of change of f in the positive x and y directions, respectively. What

about other directions? It turns out that we can nd the rate of change in any direction

using a more general type of derivative called a directional derivative.

Denition 2.5. Let f (x, y) be a real-valued function with domain D in R

2

, and let (a, b) be a

point in D. Let v be a unit vector in R

2

. Then the directional derivative of f at (a, b) in

the direction of v, denoted by D

v

f (a, b), is dened as

D

v

f (a, b) lim

h0

f ((a, b) +hv) f (a, b)

h

(2.8)

Notice in the denition that we seem to be treating the point (a, b) as a vector, since we

are adding the vector hv to it. But this is just the usual idea of identifying vectors with their

terminal points, which the reader should be used to by now. If we were to write the vector v

as v (v

1

, v

2

), then

D

v

f (a, b) lim

h0

f (a+hv

1

, b+hv

2

) f (a, b)

h

. (2.9)

From this we can immediately recognize that the partial derivatives

f

x

and

f

y

are special

cases of the directional derivative with v i (1, 0) and v j (0, 1), respectively. That is,

f

x

D

i

f and

f

y

D

j

f . Since there are many vectors with the same direction, we use a unit

vector in the denition, as that represents a standard vector for a given direction.

If f (x, y) has continuous partial derivatives

f

x

and

f

y

(which will always be the case in

this text), then there is a simple formula for the directional derivative:

Theorem 2.2. Let f (x, y) be a real-valued function with domain D in R

2

such that the

partial derivatives

f

x

and

f

y

exist and are continuous in D. Let (a, b) be a point in D, and

let v (v

1

, v

2

) be a unit vector in R

2

. Then

D

v

f (a, b) v

1

f

x

(a, b) +v

2

f

y

(a, b) . (2.10)

Proof: Note that if v i (1, 0) then the above formula reduces to D

v

f (a, b)

f

x

(a, b),

which we know is true since D

i

f

f

x

, as we noted earlier. Similarly, for v j (0, 1) the

formula reduces to D

v

f (a, b)

f

y

(a, b), which is true since D

j

f

f

y

. So since i (1, 0) and

j (0, 1) are the only unit vectors in R

2

with a zero component, then we need only show the

formula holds for unit vectors v (v

1

, v

2

) with v

1

/0 and v

2

/0. So x such a vector v and

x a number h /0.

2.4 Directional Derivatives and the Gradient 79

Then

f (a+hv

1

, b+hv

2

) f (a, b) f (a+hv

1

, b+hv

2

) f (a+hv

1

, b) + f (a+hv

1

, b) f (a, b) . (2.11)

Since h / 0 and v

2

/ 0, then hv

2

/ 0 and thus any number c between b and b+hv

2

can be

written as c b+hv

2

for some number 0 <<1. So since the function f (a+hv

1

, y) is a real-

valued function of y (since a+hv

1

is a xed number), then the Mean Value Theorem from

single-variable calculus can be applied to the function g(y) f (a+hv

1

, y) on the interval

[b, b+hv

2

] (or [b+hv

2

, b] if one of h or v

2

is negative) to nd a number 0 <<1 such that

f

y

(a+hv

1

, b+hv

2

) g

(b+hv

2

)

g(b+hv

2

) g(b)

b+hv

2

b

f (a+hv

1

, b+hv

2

) f (a+hv

1

, b)

hv

2

and so

f (a+hv

1

, b+hv

2

) f (a+hv

1

, b) hv

2

f

y

(a+hv

1

, b+hv

2

) .

By a similar argument, there exists a number 0 <<1 such that

f (a+hv

1

, b) f (a, b) hv

1

f

x

(a+hv

1

, b) .

Thus, by equation (2.11), we have

f (a+hv

1

, b+hv

2

) f (a, b)

h

hv

2

f

y

(a+hv

1

, b+hv

2

) +hv

1

f

x

(a+hv

1

, b)

h

v

2

f

y

(a+hv

1

, b+hv

2

) +v

1

f

x

(a+hv

1

, b)

so by formula (2.9) we have

D

v

f (a, b) lim

h0

f (a+hv

1

, b+hv

2

) f (a, b)

h

lim

h0

_

v

2

f

y

(a+hv

1

, b+hv

2

) +v

1

f

x

(a+hv

1

, b)

_

v

2

f

y

(a, b) +v

1

f

x

(a, b) by the continuity of

f

x

and

f

y

, so

D

v

f (a, b) v

1

f

x

(a, b) +v

2

f

y

(a, b)

after reversing the order of summation. QED

Note that D

v

f (a, b) v

_

f

x

(a, b),

f

y

(a, b)

_

. The second vector has a special name:

80 CHAPTER 2. FUNCTIONS OF SEVERAL VARIABLES

Denition 2.6. For a real-valued function f (x, y), the gradient of f , denoted by f , is the

vector

f

_

f

x

,

f

y

_

(2.12)

in R

2

. For a real-valued function f (x, y, z), the gradient is the vector

f

_

f

x

,

f

y

,

f

z

_

(2.13)

in R

3

. The symbol is pronounced del.

5

Corollary 2.3. D

v

f v f

Example 2.15. Find the directional derivative of f (x, y) xy

2

+x

3

y at the point (1, 2) in the

direction of v

_

1

_

2

,

1

_

2

_

.

Solution: We see that f (y

2

+3x

2

y, 2xy+x

3

), so

D

v

f (1, 2) v f (1, 2)

_

1

_

2

,

1

_

2

_

(2

2

+3(1)

2

(2), 2(1)(2) +1

3

)

15

_

2

A real-valued function z f (x, y) whose partial derivatives

f

x

and

f

y

exist and are con-

tinuous is called continuously differentiable. Assume that f (x, y) is such a function and that

f / 0. Let c be a real number in the range of f and let v be a unit vector in R

2

which is

tangent to the level curve f (x, y) c (see Figure 2.4.1).

x

y

0

v f

f (x, y) c

Figure 2.4.1

5

Sometimes the notation grad( f ) is used instead of f .

2.4 Directional Derivatives and the Gradient 81

The value of f (x, y) is constant along a level curve, so since v is a tangent vector to this

curve, then the rate of change of f in the direction of v is 0, i.e. D

v

f 0. But we know that

D

v

f v f |v||f | cos, where is the angle between v and f . So since |v| 1 then

D

v

f |f | cos. So since f /0 then D

v

f 0 cos 0 90

. In other words, f v,

which means that f is normal to the level curve.

In general, for any unit vector v in R

2

, we still have D

v

f |f | cos, where is the angle

between v and f . At a xed point (x, y) the length |f | is xed, and the value of D

v

f then

varies as varies. The largest value that D

v

f can take is when cos 1 ( 0

), while the

smallest value occurs when cos 1 ( 180

f increases the fastest in the direction of f (since 0

f decreases the fastest in the direction of f (since 180

proved the following theorem:

Theorem 2.4. Let f (x, y) be a continuously differentiable real-valued function, with f /0.

Then:

(a) The gradient f is normal to any level curve f (x, y) c.

(b) The value of f (x, y) increases the fastest in the direction of f .

(c) The value of f (x, y) decreases the fastest in the direction of f .

Example 2.16. In which direction does the function f (x, y) xy

2

+x

3

y increase the fastest

from the point (1, 2)? In which direction does it decrease the fastest?

Solution: Since f (y

2

+3x

2

y, 2xy +x

3

), then f (1, 2) (10, 5) / 0. A unit vector in that

direction is v

f

|f |

_

2

_

5

,

1

_

5

_

. Thus, f increases the fastest in the direction of

_

2

_

5

,

1

_

5

_

and

decreases the fastest in the direction of

_

2

_

5

,

1

_

5

_

.

Though we proved Theorem 2.4 for functions of two variables, a similar argument can

be used to show that it also applies to functions of three or more variables. Likewise, the

directional derivative in the three-dimensional case can also be dened by the formula D

v

f

v f .

Example 2.17. The temperature T of a solid is given by the function T(x, y, z) e

x

+e

2y

+

e

4z

, where x, y, z are space coordinates relative to the center of the solid. In which direction

from the point (1, 1, 1) will the temperature decrease the fastest?

Solution: Since f (e

x

, 2e

2y

, 4e

4z

), then the temperature will decrease the fastest in

the direction of f (1, 1, 1) (e

1

, 2e

2

, 4e

4

).

82 CHAPTER 2. FUNCTIONS OF SEVERAL VARIABLES

Exercises

A

For Exercises 1-10, compute the gradient f .

1. f (x, y) x

2

+ y

2

1 2. f (x, y)

1

x

2

+ y

2

3. f (x, y)

_

x

2

+ y

2

+4 4. f (x, y) x

2

e

y

5. f (x, y) ln(xy) 6. f (x, y) 2x+5y

7. f (x, y, z) sin(xyz) 8. f (x, y, z) x

2

e

yz

9. f (x, y, z) x

2

+ y

2

+z

2

10. f (x, y, z)

_

x

2

+ y

2

+z

2

For Exercises 11-14, nd the directional derivative of f at the point P in the direction of

v

_

1

_

2

,

1

_

2

_

.

11. f (x, y) x

2

+ y

2

1, P (1, 1) 12. f (x, y)

1

x

2

+ y

2

, P (1, 1)

13. f (x, y)

_

x

2

+ y

2

+4, P (1, 1) 14. f (x, y) x

2

e

y

, P (1, 1)

For Exercises 15-16, nd the directional derivative of f at the point P in the direction of

v

_

1

_

3

,

1

_

3

,

1

_

3

_

.

15. f (x, y, z) sin(xyz), P (1, 1, 1) 16. f (x, y, z) x

2

e

yz

, P (1, 1, 1)

17. Repeat Example 2.16 at the point (2, 3).

18. Repeat Example 2.17 at the point (3, 1, 2).

B

For Exercises 19-26, let f (x, y) and g(x, y) be continuously differentiable real-valued func-

tions, let c be a constant, and let v be a unit vector in R

2

. Show that:

19. (cf ) cf 20. ( f + g) f +g

21. ( f g) f g+ gf 22. ( f / g)

gf f g

g

2

if g(x, y) /0

23. D

v

f D

v

f 24. D

v

(cf ) c D

v

f

25. D

v

( f + g) D

v

f + D

v

g 26. D

v

( f g) f D

v

g + gD

v

f

27. The function r(x, y)

_

x

2

+ y

2

is the length of the position vector r xi + yj for each

point (x, y) in R

2

. Show that r

1

r

r when (x, y) /(0, 0), and that (r

2

) 2r.

2.5 Maxima and Minima 83

2.5 Maxima and Minima

The gradient can be used to nd extreme points of real-valued functions of several variables,

that is, points where the function has a local maximum or local minimum. We will consider

only functions of two variables; functions of three or more variables require methods using

linear algebra.

Denition 2.7. Let f (x, y) be a real-valued function, and let (a, b) be a point in the domain

of f . We say that f has a local maximum at (a, b) if f (x, y) f (a, b) for all (x, y) inside some

disk of positive radius centered at (a, b), i.e. there is some sufciently small r >0 such that

f (x, y) f (a, b) for all (x, y) for which (xa)

2

+(yb)

2

< r

2

.

Likewise, we say that f has a local minimum at (a, b) if f (x, y) f (a, b) for all (x, y)

inside some disk of positive radius centered at (a, b).

If f (x, y) f (a, b) for all (x, y) in the domain of f , then f has a global maximum at

(a, b). If f (x, y) f (a, b) for all (x, y) in the domain of f , then f has a global minimum at

(a, b).

Suppose that (a, b) is a local maximum point for f (x, y), and that the rst-order partial

derivatives of f exist at (a, b). We know that f (a, b) is the largest value of f (x, y) as (x, y)

goes in all directions from the point (a, b), in some sufciently small disk centered at (a, b).

In particular, f (a, b) is the largest value of f in the x direction (around the point (a, b)), that

is, the single-variable function g(x) f (x, b) has a local maximum at x a. So we know that

g

(a) 0. Since g

(x)

f

x

(x, b), then

f

x

(a, b) 0. Similarly, f (a, b) is the largest value of f

near (a, b) in the y direction and so

f

y

(a, b) 0. We thus have the following theorem:

Theorem 2.5. Let f (x, y) be a real-valued function such that both

f

x

(a, b) and

f

y

(a, b) exist.

Then a necessary condition for f (x, y) to have a local maximum or minimum at (a, b) is that

f (a, b) 0.

Note: Theorem 2.5 can be extended to apply to functions of three or more variables.

A point (a, b) where f (a, b) 0 is called a critical point for the function f (x, y). So given

a function f (x, y), to nd the critical points of f you have to solve the equations

f

x

(x, y) 0

and

f

y

(x, y) 0 simultaneously for (x, y). Similar to the single-variable case, the necessary

condition that f (a, b) 0 is not always sufcient to guarantee that a critical point is a local

maximum or minimum.

Example 2.18. The function f (x, y) xy has a critical point at (0, 0):

f

x

y 0 y 0, and

f

y

x 0 x 0, so (0, 0) is the only critical point. But clearly f does not have a local

maximum or minimum at (0, 0) since any disk around (0, 0) contains points (x, y) where the

values of x and y have the same sign (so that f (x, y) xy >0 f (0, 0)) and different signs (so

that f (x, y) xy <0 f (0, 0)). In fact, along the path y x in R

2

, f (x, y) x

2

, which has a

84 CHAPTER 2. FUNCTIONS OF SEVERAL VARIABLES

local minimum at (0, 0), while along the path y x we have f (x, y) x

2

, which has a local

maximum at (0, 0). So (0, 0) is an example of a saddle point, i.e. it is a local maximum in one

direction and a local minimum in another direction. The graph of f (x, y) is shown in Figure

2.5.1, which is a hyperbolic paraboloid.

-10

-5

0

5

10

-10

-5

0

5

10

-100

-50

0

50

100

z

x

y

z

Figure 2.5.1 f (x, y) xy, saddle point at (0, 0)

The following theorem gives sufcient conditions for a critical point to be a local maximum

or minimum of a smooth function (i.e. a function whose partial derivatives of all orders exist

and are continuous), which we will not prove here.

6

Theorem 2.6. Let f (x, y) be a smooth real-valued function, with a critical point at (a, b) (i.e.

f (a, b) 0). Dene

D

2

f

x

2

(a, b)

2

f

y

2

(a, b)

_

2

f

yx

(a, b)

_

2

Then

(a) if D >0 and

2

f

x

2

(a, b) >0, then f has a local minimum at (a, b)

(b) if D >0 and

2

f

x

2

(a, b) <0, then f has a local maximum at (a, b)

(c) if D <0, then f has neither a local minimum nor a local maximum at (a, b)

(d) if D 0, then the test fails.

6

See TAYLOR and MANN, 7.6.

2.5 Maxima and Minima 85

If condition (c) holds, then (a, b) is a saddle point. Note that the assumption that f (x, y) is

smooth means that

D

2

f

x

2

(a, b)

2

f

yx

(a, b)

2

f

xy

(a, b)

2

f

y

2

(a, b)

since

2

f

yx

2

f

xy

. Also, if D >0 then

2

f

x

2

(a, b)

2

f

y

2

(a, b) D+

_

2

f

yx

(a, b)

_

2

>0, and so

2

f

x

2

(a, b)

and

2

f

y

2

(a, b) have the same sign. This means that in parts (a) and (b) of the theorem one

can replace

2

f

x

2

(a, b) by

2

f

y

2

(a, b) if desired.

Example 2.19. Find all local maxima and minima of f (x, y) x

2

+xy+ y

2

3x.

Solution: First nd the critical points, i.e. where f 0. Since

f

x

2x+ y3 and

f

y

x+2y

then the critical points (x, y) are the common solutions of the equations

2x+ y3 0

x+2y 0

which has the unique solution (x, y) (2, 1). So (2, 1) is the only critical point.

To use Theorem 2.6, we need the second-order partial derivatives:

2

f

x

2

2 ,

2

f

y

2

2 ,

2

f

yx

1

and so

D

2

f

x

2

(2, 1)

2

f

y

2

(2, 1)

_

2

f

yx

(2, 1)

_

2

(2)(2) 1

2

3 > 0

and

2

f

x

2

(2, 1) 2 >0. Thus, (2, 1) is a local minimum.

Example 2.20. Find all local maxima and minima of f (x, y) xyx

3

y

2

.

Solution: First nd the critical points, i.e. where f 0. Since

f

x

y3x

2

and

f

y

x2y

86 CHAPTER 2. FUNCTIONS OF SEVERAL VARIABLES

then the critical points (x, y) are the common solutions of the equations

y3x

2

0

x2y 0

The rst equation yields y 3x

2

, substituting that into the second equation yields x6x

2

0,

which has the solutions x 0 and x

1

6

. So x 0 y 3(0) 0 and x

1

6

y 3

_

1

6

_

2

1

12

.

So the critical points are (x, y) (0, 0) and (x, y)

_

1

6

,

1

12

_

.

To use Theorem 2.6, we need the second-order partial derivatives:

2

f

x

2

6x ,

2

f

y

2

2 ,

2

f

yx

1

So

D

2

f

x

2

(0, 0)

2

f

y

2

(0, 0)

_

2

f

yx

(0, 0)

_

2

(6(0))(2) 1

2

1 < 0

and thus (0, 0) is a saddle point. Also,

D

2

f

x

2

_

1

6

,

1

12

_

2

f

y

2

_

1

6

,

1

12

_

_

2

f

yx

_

1

6

,

1

12

_

_

2

(6

_

1

6

_

)(2) 1

2

1 > 0

and

2

f

x

2

_

1

6

,

1

12

_

1 <0. Thus,

_

1

6

,

1

12

_

is a local maximum.

Example 2.21. Find all local maxima and minima of f (x, y) (x2)

4

+(x2y)

2

.

Solution: First nd the critical points, i.e. where f 0. Since

f

x

4(x2)

3

+2(x2y) and

f

y

4(x2y)

then the critical points (x, y) are the common solutions of the equations

4(x2)

3

+2(x2y) 0

4(x2y) 0

The second equation yields x 2y, substituting that into the rst equation yields 4(2y2)

3

0, which has the solution y 1, and so x 2(1) 2. Thus, (2, 1) is the only critical point.

To use Theorem 2.6, we need the second-order partial derivatives:

2

f

x

2

12(x2)

2

+2 ,

2

f

y

2

8 ,

2

f

yx

4

2.5 Maxima and Minima 87

So

D

2

f

x

2

(2, 1)

2

f

y

2

(2, 1)

_

2

f

yx

(2, 1)

_

2

(2)(8) (4)

2

0

and so the test fails. What can be done in this situation? Sometimes it is possible to examine

the function to see directly the nature of a critical point. In our case, we see that f (x, y) 0

for all (x, y), since f (x, y) is the sum of fourth and second powers of numbers and hence must

be nonnegative. But we also see that f (2, 1) 0. Thus f (x, y) 0 f (2, 1) for all (x, y), and

hence (2, 1) is in fact a global minimum for f .

Example 2.22. Find all local maxima and minima of f (x, y) (x

2

+ y

2

)e

(x

2

+y

2

)

.

Solution: First nd the critical points, i.e. where f 0. Since

f

x

2x(1(x

2

+ y

2

))e

(x

2

+y

2

)

f

y

2y(1(x

2

+ y

2

))e

(x

2

+y

2

)

then the critical points are (0, 0) and all points (x, y) on the unit circle x

2

+ y

2

1.

To use Theorem 2.6, we need the second-order partial derivatives:

2

f

x

2

2[1(x

2

+ y

2

) 2x

2

2x

2

(1(x

2

+ y

2

))]e

(x

2

+y

2

)

2

f

y

2

2[1(x

2

+ y

2

) 2y

2

2y

2

(1(x

2

+ y

2

))]e

(x

2

+y

2

)

2

f

yx

4xy[2(x

2

+ y

2

)]e

(x

2

+y

2

)

At (0, 0), we have D 4 > 0 and

2

f

x

2

(0, 0) 2 > 0, so (0, 0) is a local minimum. However, for

points (x, y) on the unit circle x

2

+ y

2

1, we have

D (4x

2

e

1

)(4y

2

e

1

) (4xye

1

)

2

0

and so the test fails. If we look at the graph of f (x, y), as shown in Figure 2.5.2, it looks like

we might have a local maximum for (x, y) on the unit circle x

2

+ y

2

1. If we switch to using

polar coordinates (r, ) instead of (x, y) in R

2

, where r

2

x

2

+y

2

, then we see that we can write

f (x, y) as a function g(r) of the variable r alone: g(r) r

2

e

r

2

. Then g

(r) 2r(1r

2

)e

r

2

,

so it has a critical point at r 1, and we can check that g

(1) 4e

1

< 0, so the Second

Derivative Test from single-variable calculus says that r 1 is a local maximum. But r 1

corresponds to the unit circle x

2

+ y

2

1. Thus, the points (x, y) on the unit circle x

2

+ y

2

1

are local maximum points for f .

88 CHAPTER 2. FUNCTIONS OF SEVERAL VARIABLES

-3

-2

-1

0

1

2

3

-3

-2

-1

0

1

2

3

0

0.05

0.1

0.15

0.2

0.25

0.3

0.35

0.4

z

x

y

z

Figure 2.5.2 f (x, y) (x

2

+ y

2

)e

(x

2

+y

2

)

Exercises

A

For Exercises 1-10, nd all local maxima and minima of the function f (x, y).

1. f (x, y) x

3

3x+ y

2

2. f (x, y) x

3

12x+ y

2

+8y

3. f (x, y) x

3

3x+ y

3

3y 4. f (x, y) x

3

+3x

2

+ y

3

3y

2

5. f (x, y) 2x

3

+6xy+3y

2

6. f (x, y) 2x

3

6xy+ y

2

7. f (x, y)

_

x

2

+ y

2

8. f (x, y) x+2y

9. f (x, y) 4x

2

4xy+2y

2

+10x6y 10. f (x, y) 4x

2

+4xy2y

2

+16x12y

B

11. For a rectangular solid of volume 1000 cubic meters, nd the dimensions that will min-

imize the surface area. (Hint: Use the volume condition to write the surface area as a

function of just two variables.)

12. Prove that if (a, b) is a local maximum or local minimum point for a smooth function

f (x, y), then the tangent plane to the surface z f (x, y) at the point (a, b, f (a, b)) is parallel

to the xy-plane. (Hint: Use Theorem 2.5.)

C

13. Find three positive numbers x, y, z whose sum is 10 such that x

2

y

2

z is a maximum.

2.6 Unconstrained Optimization: Numerical Methods 89

2.6 Unconstrained Optimization: Numerical Methods

The types of problems that we solved in the previous section were examples of unconstrained

optimization problems. That is, we tried to nd local (and perhaps even global) maximum

and minimum points of real-valued functions f (x, y), where the points (x, y) could be any

points in the domain of f . The method we used required us to nd the critical points of f ,

which meant having to solve the equation f 0, which in general is a system of two equa-

tions in two unknowns (x and y). While this was relatively simple for the examples we did,

in general this will not be the case. If the equations involve polynomials in x and y of degree

three or higher, or complicated expressions involving trigonometric, exponential, or loga-

rithmic functions, then solving even one such equation, let alone two, could be impossible by

elementary means.

7

For example, if one of the equations that had to be solved was

x

3

+9x2 0 ,

you may have a hard time getting the exact solutions. Trial and error would not help much,

especially since the only real solution

8

turns out to be

3

_

_

28+1

3

_

_

281. In a situation

such as this, the only choice may be to nd a solution using some numerical method which

gives a sequence of numbers which converge to the actual solution. For example, Newtons

method for solving equations f (x) 0, which you probably learned in single-variable calcu-

lus. In this section we will describe another method of Newton for nding critical points of

real-valued functions of two variables.

Let f (x, y) be a smooth real-valued function, and dene

D(x, y)

2

f

x

2

(x, y)

2

f

y

2

(x, y)

_

2

f

yx

(x, y)

_

2

.

Newtons algorithm: Pick an initial point (x

0

, y

0

). For n 0, 1, 2, 3, . . . , dene:

x

n+1

x

n

2

f

y

2

(x

n

, y

n

)

2

f

xy

(x

n

, y

n

)

f

y

(x

n

, y

n

)

f

x

(x

n

, y

n

)

D(x

n

, y

n

)

, y

n+1

y

n

2

f

x

2

(x

n

, y

n

)

2

f

xy

(x

n

, y

n

)

f

x

(x

n

, y

n

)

f

y

(x

n

, y

n

)

D(x

n

, y

n

)

(2.14)

Then the sequence of points (x

n

, y

n

)

n1

converges to a critical point. If there are several

critical points, then you will have to try different initial points to nd them.

7

This is also a problem for the equivalent method (the Second Derivative Test) in single-variable calculus,

though one that is not usually emphasized.

8

There are also two nonreal, complex number solutions. Cubic polynomial equations in one variable can be

solved using Cardans formulas, which are not quite as simple as the familiar quadratic formula. See USPENSKY

for more details. There are formulas for solving polynomial equations of degree 4, but it can be proved that there

is no general formula for solving equations for polynomials of degree ve or higher.

90 CHAPTER 2. FUNCTIONS OF SEVERAL VARIABLES

Example 2.23. Find all local maxima and minima of f (x, y) x

3

xyx+xy

3

y

4

.

Solution: First calculate the necessary partial derivatives:

f

x

3x

2

y1+ y

3

,

f

y

x+3xy

2

4y

3

2

f

x

2

6x ,

2

f

y

2

6xy12y

2

,

2

f

yx

1+3y

2

Notice that solving f 0 would involve solving two third-degree polynomial equations in x

and y, which in this case can not be done easily.

We need to pick an initial point (x

0

, y

0

) for our algorithm. Looking at the graph of z f (x, y)

over a large region may help (see Figure 2.6.1 below), though it may be hard to tell where

the critical points are.

-20

-15

-10

-5

0

5

10

15

20

-20

-15

-10

-5

0

5

10

15

20

-350000

-300000

-250000

-200000

-150000

-100000

-50000

0

50000

z

x

y

z

Figure 2.6.1 f (x, y) x

3

xyx+xy

3

y

4

for 20 x 20 and 20 y 20

Notice in the formulas (2.14) that we divide by D, so we should pick an initial point where

D is not zero. And we can see that D(0, 0) (0)(0) (1)

2

1 /0, so take (0, 0) as our initial

point. Since it may take a large number of iterations of Newtons algorithm to be sure that

we are close enough to the actual critical point, and since the computations are quite tedious,

we will let a computer do the computing. For this, we will write a simple program, using

the Java programming language, which will take a given initial point as a parameter and

then perform 100 iterations of Newtons algorithm. In each iteration the new point will be

printed, so that we can see if there is convergence. The full code is shown in Listing 2.1.

2.6 Unconstrained Optimization: Numerical Methods 91

//Program to find the critical points of f(x,y)=x^3-xy-x+xy^3-y^4

public class newton {

public static void main(String[] args) {

//Get the initial point (x,y) as command-line parameters

double x = Double.parseDouble(args[0]); //Initial x value

double y = Double.parseDouble(args[1]); //Initial y value

System.out.println("Initial point: (" + x + "," + y + ")");

//Go through 100 iterations of Newtons algorithm

for (int n=1; n<=100; n++) {

double D = fxx(x,y)

*

fyy(x,y) - Math.pow(fxy(x,y),2);

double xn = x; double yn = y; //The current x and y values

if (D == 0) { //We can not divide by 0

System.out.println("Error: D = 0 at iteration n = " + n);

System.exit(0); //End the program

} else { //Calculate the new values for x and y

x = xn - (fyy(xn,yn)

*

fx(xn,yn) - fxy(xn,yn)

*

fy(xn,yn))/D;

y = yn - (fxx(xn,yn)

*

fy(xn,yn) - fxy(xn,yn)

*

fx(xn,yn))/D;

System.out.println("n = " + n + ": (" + x + "," + y + ")");

}

}

}

//Below are the parts specific to the function f

//The first partial derivative of f wrt x: 3x^2-y-1+y^3

public static double fx(double x, double y) {

return 3

*

Math.pow(x,2) - y - 1 + Math.pow(y,3);

}

//The first partial derivative of f wrt y: -x+3xy^2-4y^3

public static double fy(double x, double y) {

return -x + 3

*

x

*

Math.pow(y,2) - 4

*

Math.pow(y,3);

}

//The second partial derivative of f wrt x: 6x

public static double fxx(double x, double y) {

return 6

*

x;

}

//The second partial derivative of f wrt y: 6xy-12y^2

public static double fyy(double x, double y) {

return 6

*

x

*

y - 12

*

Math.pow(y,2);

}

//The mixed second partial derivative of f wrt x and y: -1+3y^2

public static double fxy(double x, double y) {

return -1 + 3

*

Math.pow(y,2);

}

}

Listing 2.1 Program listing for newton.java

92 CHAPTER 2. FUNCTIONS OF SEVERAL VARIABLES

To use this program, you should rst save the code in Listing 2.1 in a plain text le called

newton.java. You will need the Java Development Kit

9

to compile the code. In the directory

where newton.java is saved, run this command at a command prompt to compile the code:

javac newton.java

Then run the program with the initial point (0, 0) with this command:

java newton 0 0

Below is the output of the program using (0, 0) as the initial point, truncated to show the

rst 10 lines and the last 5 lines:

java newton 0 0

Initial point: (0.0,0.0)

n = 1: (0.0,-1.0)

n = 2: (1.0,-0.5)

n = 3: (0.6065857885615251,-0.44194107452339687)

n = 4: (0.484506572966545,-0.405341511995805)

n = 5: (0.47123972682634485,-0.3966334583092305)

n = 6: (0.47113558510349535,-0.39636450001936047)

n = 7: (0.4711356343449705,-0.3963643379632247)

n = 8: (0.4711356343449874,-0.39636433796318005)

n = 9: (0.4711356343449874,-0.39636433796318005)

n = 10: (0.4711356343449874,-0.39636433796318005)

...

n = 96: (0.4711356343449874,-0.39636433796318005)

n = 97: (0.4711356343449874,-0.39636433796318005)

n = 98: (0.4711356343449874,-0.39636433796318005)

n = 99: (0.4711356343449874,-0.39636433796318005)

n = 100: (0.4711356343449874,-0.39636433796318005)

As you can see, we appear to have converged fairly quickly (after only 8 iterations) to

what appears to be an actual critical point (up to Javas level of precision), namely the point

(0.4711356343449874, 0.39636433796318005). It is easy to conrm that f 0 at this

point, either by evaluating

f

x

and

f

y

at the point ourselves or by modifying our program to

also print the values of the partial derivatives at the point. It turns out that both partial

derivatives are indeed close enough to zero to be considered zero:

f

x

(0.4711356343449874, 0.39636433796318005) 4.8572257327350610

17

f

y

(0.4711356343449874, 0.39636433796318005) 8.32667268468867410

17

We also have D(0.4711356343449874, 0.39636433796318005) 8.776075636032301 < 0,

so by Theorem 2.6 we know that (0.4711356343449874, 0.39636433796318005) is a saddle

point.

9

Available for free at http://www.oracle.com/technetwork/java/javase/downloads/

2.6 Unconstrained Optimization: Numerical Methods 93

Since f consists of cubic polynomials, it seems likely that there may be three critical

points. The computer program makes experimenting with other initial points easy, and

trying different values does indeed lead to different sequences which converge:

java newton -1 -1

Initial point: (-1.0,-1.0)

n = 1: (-0.5,-0.5)

n = 2: (-0.49295774647887325,-0.08450704225352113)

n = 3: (-0.1855674752461383,-1.2047647348546167)

n = 4: (-0.4540060574531383,-0.8643989895639324)

n = 5: (-0.3672160534444,-0.5426077421319053)

n = 6: (-0.4794622222856417,-0.24529117721011612)

n = 7: (0.11570743992954591,-2.4319791238981274)

n = 8: (-0.05837851765533317,-1.6536079835854451)

n = 9: (-0.129841298650007,-1.121516233310142)

n = 10: (-1.004453014967208,-0.9206128022529645)

n = 11: (-0.5161209914612475,-0.4176293491131443)

n = 12: (-0.5788664043863884,0.2918236503332734)

n = 13: (-0.6985177124230715,0.49848120123515316)

n = 14: (-0.6733618916578702,0.4345777963475479)

n = 15: (-0.6704392913413444,0.4252025996474051)

n = 16: (-0.6703832679150286,0.4250147307973365)

n = 17: (-0.6703832459238701,0.42501465652421205)

n = 18: (-0.6703832459238667,0.4250146565242004)

n = 19: (-0.6703832459238667,0.42501465652420045)

n = 20: (-0.6703832459238667,0.42501465652420045)

...

n = 98: (-0.6703832459238667,0.42501465652420045)

n = 99: (-0.6703832459238667,0.42501465652420045)

n = 100: (-0.6703832459238667,0.42501465652420045)

Again, it is easy to conrm that both

f

x

and

f

y

vanish at the point

(0.6703832459238667, 0.42501465652420045), which means it is a critical point. And

D(0.6703832459238667, 0.42501465652420045) 15.3853578526055 >0

2

f

x

2

(0.6703832459238667, 0.42501465652420045) 4.0222994755432 <0

so we know that (0.6703832459238667, 0.42501465652420045) is a local maximum. An

idea of what the graph of f looks like near that point is shown in Figure 2.6.2, which does

suggest a local maximum around that point.

Finally, running the computer program with the initial point (5, 5) yields the critical

point (7.540962756992551, 5.595509445899435), with D < 0 at that point, which makes

it a saddle point.

94 CHAPTER 2. FUNCTIONS OF SEVERAL VARIABLES

-1

-0.8

-0.6

-0.4

-0.2

0

0

0.2

0.4

0.6

0.8

1

-1

-0.8

-0.6

-0.4

-0.2

0

0.2

0.4

0.6

z

x

y

z

(0.67, 0.42, 0.57)

Figure 2.6.2 f (x, y) x

3

xyx+xy

3

y

4

for 1 x 0 and 0 y 1

We can summarize our ndings for the function f (x, y) x

3

xyx+xy

3

y

4

:

(0.4711356343449874, 0.39636433796318005) : saddle point

(0.6703832459238667, 0.42501465652420045) : local maximum

(7.540962756992551, 5.595509445899435) : saddle point

The derivation of Newtons algorithm, and the proof that it converges (given a reason-

able choice for the initial point) requires techniques beyond the scope of this text. See

RALSTON and RABINOWITZ for more detail and for discussion of other numerical methods.

Our description of Newtons algorithm is the special two-variable case of a more general

algorithm that can be applied to functions of n 2 variables.

In the case of functions which have a global maximum or minimum, Newtons algorithm

can be used to nd those points. In general, global maxima and minima tend to be more

interesting than local versions, at least in practical applications. A maximization problem

can always be turned into a minimization problem (why?), so a large number of methods

have been developed to nd the global minimum of functions of any number of variables.

This eld of study is called nonlinear programming. Many of these methods are based on the

steepest descent technique, which is based on an idea that we discussed in Section 2.4. Recall

that the negative gradient f gives the direction of the fastest rate of decrease of a function

f . The crux of the steepest descent idea, then, is that starting from some initial point, you

move a certain amount in the direction of f at that point. Wherever that takes you

2.6 Unconstrained Optimization: Numerical Methods 95

becomes your new point, and you then just keep repeating that procedure until eventually

(hopefully) you reach the point where f has its smallest value. There is a pure steepest

descent method, and a multitude of variations on it that improve the rate of convergence,

ease of calculation, etc. In fact, Newtons algorithm can be interpreted as a modied steepest

descent method. For more discussion of this, and of nonlinear programming in general, see

BAZARAA, SHERALI and SHETTY.

Exercises

C

1. Recall Example 2.21 from the previous section, where we showed that the point (2, 1) was

a global minimum for the function f (x, y) (x 2)

4

+(x 2y)

2

. Notice that our computer

program can be modied fairly easily to use this function (just change the return values

in the fx, fy, fxx, fyy and fxy function denitions to use the appropriate partial derivative).

Either modify that program or write one of your own in a programming language of your

choice to show that Newtons algorithm does lead to the point (2, 1). First use the initial

point (0, 3), then use the initial point (3, 2), and compare the results. Make sure that your

program attempts to do 100 iterations of the algorithm. Did anything strange happen

when your program ran? If so, how do you explain it? (Hint: Something strange should

happen.)

2. There is a version of Newtons algorithm for solving a system of two equations

f

1

(x, y) 0 and f

2

(x, y) 0 ,

where f

1

(x, y) and f

2

(x, y) are smooth real-valued functions:

Pick an initial point (x

0

, y

0

). For n 0, 1, 2, 3, . . . , dene:

x

n+1

x

n

f

1

(x

n

, y

n

) f

2

(x

n

, y

n

)

f

1

y

(x

n

, y

n

)

f

2

y

(x

n

, y

n

)

D(x

n

, y

n

)

, y

n+1

y

n

+

f

1

(x

n

, y

n

) f

2

(x

n

, y

n

)

f

1

x

(x

n

, y

n

)

f

2

x

(x

n

, y

n

)

D(x

n

, y

n

)

, where

D(x

n

, y

n

)

f

1

x

(x

n

, y

n

)

f

2

y

(x

n

, y

n

)

f

1

y

(x

n

, y

n

)

f

2

x

(x

n

, y

n

) .

Then the sequence of points (x

n

, y

n

)

n1

converges to a solution. Write a computer program

that uses this algorithm to nd approximate solutions to the system of equations

f

1

(x, y) sin(xy) x y 0 and f

2

(x, y) e

2x

2x+3y 0 .

Show that you get two different solutions when using (0, 0) and (1, 1) for the initial point

(x

0

, y

0

).

96 CHAPTER 2. FUNCTIONS OF SEVERAL VARIABLES

2.7 Constrained Optimization: Lagrange Multipliers

In Sections 2.5 and 2.6 we were concerned with nding maxima and minima of functions

without any constraints on the variables (other than being in the domain of the function).

What would we do if there were constraints on the variables? The following example illus-

trates a simple case of this type of problem.

Example 2.24. For a rectangle whose perimeter is 20 m, nd the dimensions that will max-

imize the area.

Solution: The area A of a rectangle with width x and height y is A xy. The perimeter P of

the rectangle is then given by the formula P 2x+2y. Since we are given that the perimeter

P 20, this problem can be stated as:

Maximize : f (x, y) xy

given : 2x+2y 20

The reader is probably familiar with a simple method, using single-variable calculus, for

solving this problem. Since we must have 2x +2y 20, then we can solve for, say, y in

terms of x using that equation. This gives y 10x, which we then substitute into f to get

f (x, y) xy x(10x) 10x x

2

. This is now a function of x alone, so we now just have to

maximize the function f (x) 10xx

2

on the interval [0, 10]. Since f

(x) 102x 0 x 5

and f

(5) 2 < 0, then the Second Derivative Test tells us that x 5 is a local maximum

for f , and hence x 5 must be the global maximum on the interval [0, 10] (since f 0 at

the endpoints of the interval). So since y 10x 5, then the maximum area occurs for a

rectangle whose width and height both are 5 m.

Notice in the above example that the ease of the solution depended on being able to solve

for one variable in terms of the other in the equation 2x+2y 20. But what if that were not

possible (which is often the case)? In this section we will use a general method, called the

Lagrange multiplier method

10

, for solving constrained optimization problems:

Maximize (or minimize) : f (x, y) (or f (x, y, z))

given : g(x, y) c (or g(x, y, z) c) for some constant c

The equation g(x, y) c is called the constraint equation, and we say that x and y are con-

strained by g(x, y) c. Points (x, y) which are maxima or minima of f (x, y) with the con-

dition that they satisfy the constraint equation g(x, y) c are called constrained maximum

or constrained minimum points, respectively. Similar denitions hold for functions of three

variables.

The Lagrange multiplier method for solving such problems can now be stated:

10

Named after the French mathematician Joseph Louis Lagrange (1736-1813).

2.7 Constrained Optimization: Lagrange Multipliers 97

Theorem 2.7. Let f (x, y) and g(x, y) be smooth functions, and suppose that c is a scalar

constant such that g(x, y) / 0 for all (x, y) that satisfy the equation g(x, y) c. Then to

solve the constrained optimization problem

Maximize (or minimize) : f (x, y)

given : g(x, y) c ,

nd the points (x, y) that solve the equation f (x, y) g(x, y) for some constant (the

number is called the Lagrange multiplier). If there is a constrained maximum or mini-

mum, then it must be such a point.

A rigorous proof of the above theorem requires use of the Implicit Function Theorem,

which is beyond the scope of this text.

11

Note that the theorem only gives a necessary con-

dition for a point to be a constrained maximum or minimum. Whether a point (x, y) that

satises f (x, y) g(x, y) for some actually is a constrained maximum or minimum can

sometimes be determined by the nature of the problem itself. For instance, in Example 2.24

it was clear that there had to be a global maximum.

So how can you tell when a point that satises the condition in Theorem 2.7 really is a

constrained maximum or minimum? The answer is that it depends on the constraint func-

tion g(x, y), together with any implicit constraints. It can be shown

12

that if the constraint

equation g(x, y) c (plus any hidden constraints) describes a bounded set B in R

2

, then the

constrained maximum or minimum of f (x, y) will occur either at a point (x, y) satisfying

f (x, y) g(x, y) or at a boundary point of the set B.

In Example 2.24 the constraint equation 2x+2y 20 describes a line in R

2

, which by itself

is not bounded. However, there are hidden constraints, due to the nature of the problem,

namely 0 x, y 10, which cause that line to be restricted to a line segment in R

2

(including

the endpoints of that line segment), which is bounded.

Example 2.25. For a rectangle whose perimeter is 20 m, use the Lagrange multiplier method

to nd the dimensions that will maximize the area.

Solution: As we saw in Example 2.24, with x and y representing the width and height,

respectively, of the rectangle, this problem can be stated as:

Maximize : f (x, y) xy

given : g(x, y) 2x+2y 20

Then solving the equation f (x, y) g(x, y) for some means solving the equations

11

See TAYLOR and MANN, 6.8 for more detail.

12

Again, see TAYLOR and MANN.

98 CHAPTER 2. FUNCTIONS OF SEVERAL VARIABLES

f

x

g

x

and

f

y

g

y

, namely:

y 2 ,

x 2

The general idea is to solve for in both equations, then set those expressions equal (since

they both equal ) to solve for x and y. Doing this we get

y

2

x

2

x y ,

so now substitute either of the expressions for x or y into the constraint equation to solve for

x and y:

20 g(x, y) 2x+2y 2x+2x 4x x 5 y 5

There must be a maximum area, since the minimum area is 0 and f (5, 5) 25 > 0, so the

point (5, 5) that we found (called a constrained critical point) must be the constrained maxi-

mum.

The maximum area occurs for a rectangle whose width and height both are 5 m.

Example 2.26. Find the points on the circle x

2

+ y

2

80 which are closest to and farthest

from the point (1, 2).

Solution: The distance d from any point (x, y) to the point (1, 2) is

d

_

(x1)

2

+(y2)

2

,

and minimizing the distance is equivalent to minimizing the square of the distance. Thus

the problem can be stated as:

Maximize (and minimize) : f (x, y) (x1)

2

+(y2)

2

given : g(x, y) x

2

+ y

2

80

Solving f (x, y) g(x, y) means solving the following equations:

2(x1) 2x ,

2(y2) 2y

Note that x / 0 since otherwise we would get 2 0 in the rst equation. Similarly, y / 0.

So we can solve both equations for as follows:

x1

x

y2

y

xy y xy2x y 2x

2.7 Constrained Optimization: Lagrange Multipliers 99

x

y

0

(4, 8)

(1, 2)

(4, 8)

x

2

+ y

2

80

Figure 2.7.1

Substituting this into g(x, y) x

2

+ y

2

80 yields 5x

2

80,

so x 4. So the two constrained critical points are (4, 8) and

(4, 8). Since f (4, 8) 45 and f (4, 8) 125, and since there

must be points on the circle closest to and farthest from (1, 2),

then it must be the case that (4, 8) is the point on the circle clos-

est to (1, 2) and (4, 8) is the farthest from (1, 2) (see Figure

2.7.1).

Notice that since the constraint equation x

2

+y

2

80 describes

a circle, which is a bounded set in R

2

, then we were guaranteed

that the constrained critical points we found were indeed the

constrained maximum and minimum.

The Lagrange multiplier method can be extended to functions of three variables.

Example 2.27.

Maximize (and minimize) : f (x, y, z) x+z

given : g(x, y, z) x

2

+ y

2

+z

2

1

Solution: Solve the equation f (x, y, z) g(x, y, z):

1 2x

0 2y

1 2z

The rst equation implies /0 (otherwise we would have 1 0), so we can divide by in the

second equation to get y 0 and we can divide by in the rst and third equations to get

x

1

2

z. Substituting these expressions into the constraint equation g(x, y, z) x

2

+ y

2

+

z

2

1 yields the constrained critical points

_

1

_

2

, 0,

1

_

2

_

and

_

1

_

2

, 0,

1

_

2

_

. Since f

_

1

_

2

, 0,

1

_

2

_

>

f

_

1

_

2

, 0,

1

_

2

_

, and since the constraint equation x

2

+ y

2

+z

2

1 describes a sphere (which is

bounded) in R

3

, then

_

1

_

2

, 0,

1

_

2

_

is the constrained maximum point and

_

1

_

2

, 0,

1

_

2

_

is the

constrained minimum point.

So far we have not attached any signicance to the value of the Lagrange multiplier . We

needed only to nd the constrained critical points, but made no use of its value. It turns

out that gives an approximation of the change in the value of the function f (x, y) that we

wish to maximize or minimize, when the constant c in the constraint equation g(x, y) c is

changed by 1.

100 CHAPTER 2. FUNCTIONS OF SEVERAL VARIABLES

For example, in Example 2.25 we showed that the constrained optimization problem

Maximize : f (x, y) xy

given : g(x, y) 2x+2y 20

had the solution (x, y) (5, 5), and that x/2 y/2. Thus, 2.5. In a similar fashion we

could show that the constrained optimization problem

Maximize : f (x, y) xy

given : g(x, y) 2x+2y 21

has the solution (x, y) (5.25, 5.25). So we see that the value of f (x, y) at the constrained

maximum increased from f (5, 5) 25 to f (5.25, 5.25) 27.5625, i.e. it increased by 2.5625

when we increased the value of c in the constraint equation g(x, y) c from c 20 to c 21.

Notice that 2.5 is close to 2.5625, that is,

f f (new max. pt) f (old max. pt) .

Finally, note that solving the equation f (x, y) g(x, y) means having to solve a system

of two (possibly nonlinear) equations in three unknowns, which as we have seen before,

may not be possible to do. And the 3-variable case can get even more complicated. All of

this somewhat restricts the usefulness of Lagranges method to relatively simple functions.

Luckily there are many numerical methods for solving constrained optimization problems,

though we will not discuss them here.

13

Exercises

A

1. Find the constrained maxima and minima of f (x, y) 2x+ y given that x

2

+ y

2

4.

2. Find the constrained maxima and minima of f (x, y) xy given that x

2

+3y

2

6.

3. Find the points on the circle x

2

+y

2

100 which are closest to and farthest from the point

(2, 3).

B

4. Find the constrained maxima and minima of f (x, y, z) x+ y

2

+2z given that 4x

2

+9y

2

36z

2

36.

5. Find the volume of the largest rectangular parallelepiped that can be inscribed in the

ellipsoid

x

2

a

2

+

y

2

b

2

+

z

2

c

2

1 .

13

See BAZARAA, SHERALI and SHETTY.

3 Multiple Integrals

3.1 Double Integrals

In single-variable calculus, differentiation and integration are thought of as inverse opera-

tions. For instance, to integrate a function f (x) it is necessary to nd the antiderivative of f ,

that is, another function F(x) whose derivative is f (x). Is there a similar way of dening in-

tegration of real-valued functions of two or more variables? The answer is yes, as we will see

shortly. Recall also that the denite integral of a nonnegative function f (x) 0 represented

the area under the curve y f (x). As we will now see, the double integral of a nonnegative

real-valued function f (x, y) 0 represents the volume under the surface z f (x, y).

Let f (x, y) be a continuous function such that f (x, y) 0 for all (x, y) on the rectangle

R {(x, y) : a x b, c y d} in R

2

. We will often write this as R [a, b] [c, d]. For any

number x in the interval [a, b], slice the surface z f (x, y) with the plane x x parallel to

the yz-plane. Then the trace of the surface in that plane is the curve f (x, y), where x is

xed and only y varies. The area A under that curve (i.e. the area of the region between the

curve and the xy-plane) as y varies over the interval [c, d] then depends only on the value of

x. So using the variable x instead of x, let A(x) be that area (see Figure 3.1.1).

y

z

x

0 A(x)

R

a

x

b

c d

z f (x, y)

Figure 3.1.1 The area A(x) varies with x

Then A(x)

_

d

c

f (x, y) dy since we are treating x as xed, and only y varies. This makes

sense since for a xed x the function f (x, y) is a continuous function of y over the interval

[c, d], so we know that the area under the curve is the denite integral. The area A(x) is a

function of x, so by the slice or cross-section method from single-variable calculus we know

that the volume V of the solid under the surface z f (x, y) but above the xy-plane over the

101

102 CHAPTER 3. MULTIPLE INTEGRALS

rectangle R is the integral over [a, b] of that cross-sectional area A(x):

V

_

b

a

A(x) dx

_

b

a

__

d

c

f (x, y) dy

_

dx (3.1)

We will always refer to this volume as the volume under the surface. The above expression

uses what are called iterated integrals. First the function f (x, y) is integrated as a func-

tion of y, treating the variable x as a constant (this is called integrating with respect to y).

That is what occurs in the inner integral between the square brackets in equation (3.1).

This is the rst iterated integral. Once that integration is performed, the result is then an

expression involving only x, which can then be integrated with respect to x. That is what

occurs in the outer integral above (the second iterated integral). The nal result is then

a number (the volume). This process of going through two iterations of integrals is called

double integration, and the last expression in equation (3.1) is called a double integral.

Notice that integrating f (x, y) with respect to y is the inverse operation of taking the

partial derivative of f (x, y) with respect to y. Also, we could just as easily have taken the

area of cross-sections under the surface which were parallel to the xz-plane, which would

then depend only on the variable y, so that the volume V would be

V

_

d

c

__

b

a

f (x, y) dx

_

dy . (3.2)

It turns out that in general

1

the order of the iterated integrals does not matter. Also, we will

usually discard the brackets and simply write

V

_

d

c

_

b

a

f (x, y) dxdy , (3.3)

where it is understood that the fact that dx is written before dy means that the function

f (x, y) is rst integrated with respect to x using the inner limits of integration a and b,

and then the resulting function is integrated with respect to y using the outer limits of

integration c and d. This order of integration can be changed if it is more convenient.

Example 3.1. Find the volume V under the plane z 8x+6y over the rectangle R [0, 1]

[0, 2].

1

due to Fubinis Theorem. See Ch. 18 in TAYLOR and MANN.

3.1 Double Integrals 103

Solution: We see that f (x, y) 8x+6y 0 for 0 x 1 and 0 y 2, so:

V

_

2

0

_

1

0

(8x+6y) dxdy

_

2

0

_

4x

2

+6xy

x1

x0

_

dy

_

2

0

(4+6y) dy

4y+3y

2

2

0

20

Suppose we had switched the order of integration. We can verify that we still get the same

answer:

V

_

1

0

_

2

0

(8x+6y) dydx

_

1

0

_

8xy+3y

2

y2

y0

_

dx

_

1

0

(16x+12) dx

8x

2

+12x

1

0

20

Example 3.2. Find the volume V under the surface z e

x+y

over the rectangle R [2, 3]

[1, 2].

Solution: We know that f (x, y) e

x+y

>0 for all (x, y), so

V

_

2

1

_

3

2

e

x+y

dxdy

_

2

1

_

e

x+y

x3

x2

_

dy

_

2

1

(e

y+3

e

y+2

) dy

e

y+3

e

y+2

2

1

e

5

e

4

(e

4

e

3

) e

5

2e

4

+e

3

Recall that for a general function f (x), the integral

_

b

a

f (x) dx represents the difference of

the area below the curve y f (x) but above the x-axis when f (x) 0, and the area above the

104 CHAPTER 3. MULTIPLE INTEGRALS

curve but below the x-axis when f (x) 0. Similarly, the double integral of any continuous

function f (x, y) represents the difference of the volume belowthe surface z f (x, y) but above

the xy-plane when f (x, y) 0, and the volume above the surface but belowthe xy-plane when

f (x, y) 0. Thus, our method of double integration by means of iterated integrals can be

used to evaluate the double integral of any continuous function over a rectangle, regardless

of whether f (x, y) 0 or not.

Example 3.3. Evaluate

_

2

0

_

0

sin(x+ y) dxdy.

Solution: Note that f (x, y) sin(x+y) is both positive and negative over the rectangle [0, ]

[0, 2]. We can still evaluate the double integral:

_

2

0

_

0

sin(x+ y) dxdy

_

2

0

_

cos(x+ y)

x

x0

_

dy

_

2

0

(cos(y+) +cos y) dy

sin(y+) +sin y

2

0

sin3+sin2(sin+sin0)

0

Exercises

A

For Exercises 1-4, nd the volume under the surface z f (x, y) over the rectangle R.

1. f (x, y) 4xy, R [0, 1] [0, 1] 2. f (x, y) e

x+y

, R [0, 1] [1, 1]

3. f (x, y) x

3

+ y

2

, R [0, 1] [0, 1] 4. f (x, y) x

4

+xy+ y

3

, R [1, 2] [0, 2]

For Exercises 5-12, evaluate the given double integral.

5.

_

1

0

_

2

1

(1 y)x

2

dxdy 6.

_

1

0

_

2

0

x(x+ y) dxdy

7.

_

2

0

_

1

0

(x+2) dxdy 8.

_

2

1

_

1

1

x(xy+sinx) dxdy

9.

_

/2

0

_

1

0

xycos(x

2

y) dxdy 10.

_

0

_

/2

0

sinxcos(y) dxdy

11.

_

2

0

_

4

1

xydxdy 12.

_

1

1

_

2

1

1dxdy

13. Let M be a constant. Show that

_

d

c

_

b

a

Mdxdy M(dc)(ba).

3.2 Double Integrals Over a General Region 105

3.2 Double Integrals Over a General Region

In the previous section we got an idea of what a double integral over a rectangle represents.

We can now dene the double integral of a real-valued function f (x, y) over more general

regions in R

2

.

Suppose that we have a region R in the xy-plane that is bounded on the left by the vertical

line x a, bounded on the right by the vertical line x b (where a < b), bounded below by

a curve y g

1

(x), and bounded above by a curve y g

2

(x), as in Figure 3.2.1(a). We will

assume that g

1

(x) and g

2

(x) do not intersect on the open interval (a, b) (they could intersect

at the endpoints x a and x b, though).

a b

x

y

0

y g

2

(x)

y g

1

(x)

R

(a) Vertical slice:

_

b

a

_

g

2

(x)

g

1

(x)

f (x, y) dydx

x

y

0

x h

1

(y)

x h

2

(y)

R

c

d

(b) Horizontal slice:

_

d

c

_

h

2

(y)

h

1

(y)

f (x, y) dxdy

Figure 3.2.1 Double integral over a nonrectangular region R

Then using the slice method from the previous section, the double integral of a real-valued

function f (x, y) over the region R, denoted by

R

f (x, y) dA, is given by

R

f (x, y) dA

_

b

a

__

g

2

(x)

g

1

(x)

f (x, y) dy

_

dx (3.4)

This means that we take vertical slices in the region R between the curves y g

1

(x) and

y g

2

(x). The symbol dA is sometimes called an area element or innitesimal, with the A

signifying area. Note that f (x, y) is rst integrated with respect to y, with functions of x as

the limits of integration. This makes sense since the result of the rst iterated integral will

have to be a function of x alone, which then allows us to take the second iterated integral

with respect to x.

Similarly, if we have a region R in the xy-plane that is bounded on the left by a curve

x h

1

(y), bounded on the right by a curve x h

2

(y), bounded below by the horizontal line

106 CHAPTER 3. MULTIPLE INTEGRALS

y c, and bounded above by the horizontal line y d (where c < d), as in Figure 3.2.1(b)

(assuming that h

1

(y) and h

2

(y) do not intersect on the open interval (c, d)), then taking

horizontal slices gives

R

f (x, y) dA

_

d

c

__

h

2

(y)

h

1

(y)

f (x, y) dx

_

dy (3.5)

Notice that these denitions include the case when the region R is a rectangle. Also, if

f (x, y) 0 for all (x, y) in the region R, then

R

f (x, y) dA is the volume under the surface

z f (x, y) over the region R.

Example 3.4. Find the volume V under the plane z 8x+6y over the region R {(x, y) : 0

x 1, 0 y 2x

2

}.

x

y

0

y 2x

2

R

1

Figure 3.2.2

Solution: The region R is shown in Figure 3.2.2. Using vertical slices we

get:

V

R

(8x+6y) dA

_

1

0

_

_

2x

2

0

(8x+6y) dy

_

dx

_

1

0

_

8xy+3y

2

y2x

2

y0

_

dx

_

1

0

(16x

3

+12x

4

) dx

4x

4

+

12

5

x

5

1

0

4+

12

5

32

5

6.4

x

y

0

2

x

_

y/2

R

1

Figure 3.2.3

We get the same answer using horizontal slices (see Figure 3.2.3):

V

R

(8x+6y) dA

_

2

0

__

1

_

y/2

(8x+6y) dx

_

dy

_

2

0

_

4x

2

+6xy

x1

x

_

y/2

_

dy

_

2

0

(4+6y(2y+

6

_

2

y

_

y)) dy

_

2

0

(4+4y3

_

2y

3/2

) dy

4y+2y

2

6

_

2

5

y

5/2

2

0

8+8

6

_

2

_

32

5

16

48

5

32

5

6.4

3.2 Double Integrals Over a General Region 107

Example 3.5. Find the volume V of the solid bounded by the three coordinate planes and

the plane 2x+ y+4z 4.

y

z

x

0

(0, 4, 0)

(0, 0, 1)

(2, 0, 0)

2x+ y+4z 4

(a)

x

y

0

y 2x+4

R

2

4

(b)

Figure 3.2.4

Solution: The solid is shown in Figure 3.2.4(a) with a typical vertical slice. The volume V

is given by

R

f (x, y) dA, where f (x, y) z

1

4

(42x y) and the region R, shown in Figure

3.2.4(b), is R {(x, y) : 0 x 2, 0 y 2x+4}. Using vertical slices in R gives

V

R

1

4

(42x y) dA

_

2

0

__

2x+4

0

1

4

(42x y) dy

_

dx

_

2

0

_

1

8

(42x y)

2

y2x+4

y0

_

dx

_

2

0

1

8

(42x)

2

dx

1

48

(42x)

3

2

0

64

48

4

3

For a general region R, which may not be one of the types of regions we have considered so

far, the double integral

R

f (x, y) dA is dened as follows. Assume that f (x, y) is a nonnega-

tive real-valued function and that R is a bounded region in R

2

, so it can be enclosed in some

rectangle [a, b][c, d]. Then divide that rectangle into a grid of subrectangles. Only consider

the subrectangles that are enclosed completely within the region R, as shown by the shaded

subrectangles in Figure 3.2.5(a). In any such subrectangle [x

i

, x

i+1

] [y

j

, y

j+1

], pick a point

(x

i

, y

j

). Then the volume under the surface z f (x, y) over that subrectangle is approxi-

mately f (x

i

, y

j

) x

i

y

j

, where x

i

x

i+1

x

i

, y

j

y

j+1

y

j

, and f (x

i

, y

j

) is the height and

108 CHAPTER 3. MULTIPLE INTEGRALS

x

i

y

j

is the base area of a parallelepiped, as shown in Figure 3.2.5(b). Then the total vol-

ume under the surface is approximately the sum of the volumes of all such parallelepipeds,

namely

i

f (x

i

, y

j

) x

i

y

j

, (3.6)

where the summation occurs over the indices of the subrectangles inside R. If we take

smaller and smaller subrectangles, so that the length of the largest diagonal of the subrect-

angles goes to 0, then the subrectangles begin to ll more and more of the region R, and so

the above sum approaches the actual volume under the surface z f (x, y) over the region R.

We then dene

R

f (x, y) dA as the limit of that double summation (the limit is taken over all

subdivisions of the rectangle [a, b] [c, d] as the largest diagonal of the subrectangles goes

to 0).

a b x

i

x

i+1

x

y

0

d

c

y

j

y

j+1

(x

i

, y

j

)

(a) Subrectangles inside the region R

y

z

x

0

R

x

i

x

i+1

y

j

y

j+1

z f (x, y)

y

j

x

i

(x

i

, y

j

)

f (x

i

, y

j

)

(b) Parallelepiped over a subrectangle,

with volume f (x

i

, y

j

) x

i

y

j

Figure 3.2.5 Double integral over a general region R

A similar denition can be made for a function f (x, y) that is not necessarily always non-

negative: just replace each mention of volume by the negative volume in the description

above when f (x, y) <0. In the case of a region of the type shown in Figure 3.2.1, using the def-

inition of the Riemann integral from single-variable calculus, our denition of

R

f (x, y) dA

reduces to a sequence of two iterated integrals.

Finally, the region R does not have to be bounded. We can evaluate improper double

integrals (i.e. over an unbounded region, or over a region which contains points where the

function f (x, y) is not dened) as a sequence of iterated improper single-variable integrals.

3.2 Double Integrals Over a General Region 109

Example 3.6. Evaluate

_

1

_

1/x

2

0

2ydydx.

Solution:

_

1

_

1/x

2

0

2ydydx

_

1

_

y

2

y1/x

2

y0

_

dx

1

x

4

dx

1

3

x

3

1

0(

1

3

)

1

3

Exercises

A

For Exercises 1-6, evaluate the given double integral.

1.

_

1

0

_

1

_

x

24x

2

ydydx

2.

_

0

_

y

0

sinxdxdy

3.

_

2

1

_

lnx

0

4xdydx 4.

_

2

0

_

2y

0

e

y

2

dxdy

5.

_

/2

0

_

y

0

cos x sin ydxdy

6.

_

0

_

0

xye

(x

2

+y

2

)

dxdy

7.

_

2

0

_

y

0

1dxdy

8.

_

1

0

_

x

2

0

2dydx

9. Find the volume V of the solid bounded by the three coordinate planes and the plane

x+ y+z 1.

10. Find the volume V of the solid bounded by the three coordinate planes and the plane

3x+2y+5z 6.

B

11. Explain why the double integral

R

1dA gives the area of the region R. For simplicity,

you can assume that R is a region of the type shown in Figure 3.2.1(a).

C

b

c

a

Figure 3.2.6

12. Prove that the volume of a tetrahedron with mutually perpendic-

ular adjacent sides of lengths a, b, and c, as in Figure 3.2.6, is

abc

6

.

(Hint: Mimic Example 3.5, and recall from

Section 1.5 how three noncollinear points determine a plane.)

13. Show how Exercise 12 can be used to solve Exercise 10.

110 CHAPTER 3. MULTIPLE INTEGRALS

3.3 Triple Integrals

Our denition of a double integral of a real-valued function f (x, y) over a region R in R

2

can

be extended to dene a triple integral of a real-valued function f (x, y, z) over a solid S in R

3

.

We simply proceed as before: the solid S can be enclosed in some rectangular parallelepiped,

which is then divided into subparallelepipeds. In each subparallelepiped inside S, with sides

of lengths x, y and z, pick a point (x

, y

, z

over S, denoted by

S

f (x, y, z) dV, by

S

f (x, y, z) dV lim

f (x

, y

, z

) xyz , (3.7)

where the limit is over all divisions of the rectangular parallelepiped enclosing S into sub-

parallelepipeds whose largest diagonal is going to 0, and the triple summation is over all the

subparallelepipeds inside S. It can be shown that this limit does not depend on the choice

of the rectangular parallelepiped enclosing S. The symbol dV is often called the volume

element.

Physically, what does the triple integral represent? We saw that a double integral could

be thought of as the volume under a two-dimensional surface. It turns out that the triple

integral simply generalizes this idea: it can be thought of as representing the hypervolume

under a three-dimensional hypersurface w f (x, y, z) whose graph lies in R

4

. In general,

the word volume is often used as a general term to signify the same concept for any n-

dimensional object (e.g. length in R

1

, area in R

2

). It may be hard to get a grasp on the concept

of the volume of a four-dimensional object, but at least we now know how to calculate that

volume!

In the case where S is a rectangular parallelepiped [x

1

, x

2

] [y

1

, y

2

] [z

1

, z

2

], that is, S

{(x, y, z) : x

1

x x

2

, y

1

y y

2

, z

1

z z

2

}, the triple integral is a sequence of three iterated

integrals, namely

S

f (x, y, z) dV

_

z

2

z

1

_

y

2

y

1

_

x

2

x

1

f (x, y, z) dxdydz , (3.8)

where the order of integration does not matter. This is the simplest case.

A more complicated case is where S is a solid which is bounded below by a surface z

g

1

(x, y), bounded above by a surface z g

2

(x, y), y is bounded between two curves h

1

(x) and

h

2

(x), and x varies between a and b. Then

S

f (x, y, z) dV

_

b

a

_

h

2

(x)

h

1

(x)

_

g

2

(x, y)

g

1

(x, y)

f (x, y, z) dz dydx . (3.9)

Notice in this case that the rst iterated integral will result in a function of x and y (since its

limits of integration are functions of x and y), which then leaves you with a double integral of

3.3 Triple Integrals 111

a type that we learned how to evaluate in Section 3.2. There are, of course, many variations

on this case (for example, changing the roles of the variables x, y, z), so as you can probably

tell, triple integrals can be quite tricky. At this point, just learning how to evaluate a triple

integral, regardless of what it represents, is the most important thing. We will see some

other ways in which triple integrals are used later in the text.

Example 3.7. Evaluate

_

3

0

_

2

0

_

1

0

(xy+z) dxdydz.

Solution:

_

3

0

_

2

0

_

1

0

(xy+z) dxdydz

_

3

0

_

2

0

_

1

2

x

2

y+xz

x1

x0

_

dydz

_

3

0

_

2

0

_

1

2

y+z

_

dydz

_

3

0

_

1

4

y

2

+ yz

y2

y0

_

dz

_

3

0

(1+2z) dz

z +z

2

3

0

12

Example 3.8. Evaluate

_

1

0

_

1x

0

_

2xy

0

(x+ y+z) dz dydx.

Solution:

_

1

0

_

1x

0

_

2xy

0

(x+ y+z) dz dydx

_

1

0

_

1x

0

_

(x+ y)z +

1

2

z

2

z2xy

z0

_

dydx

_

1

0

_

1x

0

_

(x+ y)(2x y) +

1

2

(2x y)

2

_

dydx

_

1

0

_

1x

0

_

2

1

2

x

2

xy

1

2

y

2

_

dydx

_

1

0

_

2y

1

2

x

2

yxy

1

2

xy

2

1

6

y

3

y1x

y0

_

dx

_

1

0

_

11

6

2x+

1

6

x

3

_

dx

11

6

xx

2

+

1

24

x

4

1

0

7

8

112 CHAPTER 3. MULTIPLE INTEGRALS

Note that the volume V of a solid in R

3

is given by

V

S

1dV . (3.10)

Since the function being integrated is the constant 1, then the above triple integral reduces

to a double integral of the types that we considered in the previous section if the solid is

bounded above by some surface z f (x, y) and bounded below by the xy-plane z 0. There

are many other possibilities. For example, the solid could be bounded below and above by

surfaces z g

1

(x, y) and z g

2

(x, y), respectively, with y bounded between two curves h

1

(x)

and h

2

(x), and x varies between a and b. Then

V

S

1dV

_

b

a

_

h

2

(x)

h

1

(x)

_

g

2

(x, y)

g

1

(x, y)

1dz dydx

_

b

a

_

h

2

(x)

h

1

(x)

(g

2

(x, y) g

1

(x, y)) dydx

just like in equation (3.9). See Exercise 10 for an example.

Exercises

A

For Exercises 1-8, evaluate the given triple integral.

1.

_

3

0

_

2

0

_

1

0

xyz dxdydz 2.

_

1

0

_

x

0

_

y

0

xyz dz dydx

3.

_

0

_

x

0

_

xy

0

x

2

sinz dz dydx

4.

_

1

0

_

z

0

_

y

0

ze

y

2

dxdydz

5.

_

e

1

_

y

0

_

1/ y

0

x

2

z dxdz dy

6.

_

2

1

_

y

2

0

_

z

2

0

yz dxdz dy

7.

_

2

1

_

4

2

_

3

0

1dxdydz 8.

_

1

0

_

1x

0

_

1xy

0

1dz dydx

9. Let M be a constant. Show that

_

z

2

z

1

_

y

2

y

1

_

x

2

x

1

Mdxdydz M(z

2

z

1

)(y

2

y

1

)(x

2

x

1

).

B

10. Find the volume V of the solid S bounded by the three coordinate planes, bounded above

by the plane x+ y+z 2, and bounded below by the plane z x+ y.

C

11. Show that

_

b

a

_

z

a

_

y

a

f (x) dxdydz

_

b

a

(bx)

2

2

f (x) dx. (Hint: Think of how changing the

order of integration in the triple integral changes the limits of integration.)

3.4 Numerical Approximation of Multiple Integrals 113

3.4 Numerical Approximation of Multiple Integrals

As you have seen, calculating multiple integrals is tricky even for simple functions and

regions. For complicated functions, it may not be possible to evaluate one of the iterated in-

tegrals in a simple closed form. Luckily there are numerical methods for approximating the

value of a multiple integral. The method we will discuss is called the Monte Carlo method.

The idea behind it is based on the concept of the average value of a function, which you

learned in single-variable calculus. Recall that for a continuous function f (x), the average

value

f of f over an interval [a, b] is dened as

f

1

ba

_

b

a

f (x) dx . (3.11)

The quantity b a is the length of the interval [a, b], which can be thought of as the

volume of the interval. Applying the same reasoning to functions of two or three variables,

we dene the average value of f (x, y) over a region R to be

f

1

A(R)

R

f (x, y) dA , (3.12)

where A(R) is the area of the region R, and we dene the average value of f (x, y, z) over a

solid S to be

f

1

V(S)

S

f (x, y, z) dV , (3.13)

where V(S) is the volume of the solid S. Thus, for example, we have

R

f (x, y) dA A(R)

f . (3.14)

The average value of f (x, y) over R can be thought of as representing the sum of all the

values of f divided by the number of points in R. Unfortunately there are an innite number

(in fact, uncountably many) points in any region, i.e. they can not be listed in a discrete

sequence. But what if we took a very large number N of random points in the region R

(which can be generated by a computer) and then took the average of the values of f for

those points, and used that average as the value of

f ? This is exactly what the Monte Carlo

method does. So in formula (3.14) the approximation we get is

R

f (x, y) dA A(R)

f A(R)

_

f

2

(

f )

2

N

, (3.15)

where

N

i1

f (x

i

, y

i

)

N

and f

2

N

i1

( f (x

i

, y

i

))

2

N

, (3.16)

114 CHAPTER 3. MULTIPLE INTEGRALS

with the sums taken over the N random points (x

1

, y

1

), . . ., (x

N

, y

N

). The error term in

formula (3.15) does not really provide hard bounds on the approximation. It represents a

single standard deviation from the expected value of the integral. That is, it provides a likely

bound on the error. Due to its use of random points, the Monte Carlo method is an example

of a probabilistic method (as opposed to deterministic methods such as Newtons method,

which use a specic formula for generating points).

For example, we can use formula (3.15) to approximate the volume V under the plane

z 8x +6y over the rectangle R [0, 1] [0, 2]. In Example 3.1 in Section 3.1, we showed

that the actual volume is 20. Below is a code listing (montecarlo.java) for a Java program

that calculates the volume, using a number of points N that is passed on the command line

as a parameter.

//Program to approximate the double integral of f(x,y)=8x+6y

//over the rectangle [0,1]x[0,2].

public class montecarlo {

public static void main(String[] args) {

//Get the number N of random points as a command-line parameter

int N = Integer.parseInt(args[0]);

double x = 0; //x-coordinate of a random point

double y = 0; //y-coordinate of a random point

double f = 0.0; //Value of f at a random point

double mf = 0.0; //Mean of the values of f

double mf2 = 0.0; //Mean of the values of f^2

for (int i=0;i<N;i++) { //Get the random coordinates

x = Math.random(); //x is between 0 and 1

y = 2

*

Math.random(); //y is between 0 and 2

f = 8

*

x + 6

*

y; //Value of the function

mf = mf + f; //Add to the sum of the f values

mf2 = mf2 + f

*

f; //Add to the sum of the f^2 values

}

mf = mf/N; //Compute the mean of the f values

mf2 = mf2/N; //Compute the mean of the f^2 values

System.out.println("N = " + N + ": integral = " + vol()

*

mf + " +/- "

+ vol()

*

Math.sqrt((mf2 - Math.pow(mf,2))/N)); //Print the result

}

//The volume of the rectangle [0,1]x[0,2]

public static double vol() {

return 1

*

2;

}

}

Listing 3.1 Program listing for montecarlo.java

The results of running this program with various numbers of random points (e.g. java

montecarlo 100) are shown below:

3.4 Numerical Approximation of Multiple Integrals 115

N = 10: 19.36543087722646 +/- 2.7346060413546147

N = 100: 21.334419561385353 +/- 0.7547037194998519

N = 1000: 19.807662237526227 +/- 0.26701709691370235

N = 10000: 20.080975812043256 +/- 0.08378816229769506

N = 100000: 20.009403854556716 +/- 0.026346782289498317

N = 1000000: 20.000866994982314 +/- 0.008321168748642816

As you can see, the approximation is fairly good. As N , it can be shown that the

Monte Carlo approximation converges to the actual volume (on the order of O(

_

N), in com-

putational complexity terminology).

In the above example the region R was a rectangle. To use the Monte Carlo method for

a nonrectangular (bounded) region R, only a slight modication is needed. Pick a rectangle

R that encloses R, and generate random points in that rectangle as before. Then use those

points in the calculation of

f only if they are inside R. There is no need to calculate the area

of R for formula (3.15) in this case, since the exclusion of points not inside R allows you to

use the area of the rectangle

R instead, similar to before.

For instance, in Example 3.4 we showed that the volume under the surface z 8x +6y

over the nonrectangular region R {(x, y) : 0 x 1, 0 y 2x

2

} is 6.4. Since the rectangle

R [0, 1] [0, 2] contains R, we can use the same program as before, with the only change

being a check to see if y < 2x

2

for a random point (x, y) in [0, 1] [0, 2]. Listing 3.2 below

contains the code (montecarlo2.java):

//Program to approximate the double integral of f(x,y)=8x+6y over the

//region bounded by x=0, x=1, y=0, and y=2x^2

public class montecarlo2 {

public static void main(String[] args) {

//Get the number N of random points as a command-line parameter

int N = Integer.parseInt(args[0]);

double x = 0; //x-coordinate of a random point

double y = 0; //y-coordinate of a random point

double f = 0.0; //Value of f at a random point

double mf = 0.0; //Mean of the values of f

double mf2 = 0.0; //Mean of the values of f^2

for (int i=0;i<N;i++) { //Get the random coordinates

x = Math.random(); //x is between 0 and 1

y = 2

*

Math.random(); //y is between 0 and 2

if (y < 2

*

Math.pow(x,2)) { //The point is in the region

f = 8

*

x + 6

*

y; //Value of the function

mf = mf + f; //Add to the sum of the f values

mf2 = mf2 + f

*

f; //Add to the sum of the f^2 values

}

}

mf = mf/N; //Compute the mean of the f values

mf2 = mf2/N; //Compute the mean of the f^2 values

System.out.println("N = " + N + ": integral = " + vol()

*

mf +

116 CHAPTER 3. MULTIPLE INTEGRALS

" +/- " + vol()

*

Math.sqrt((mf2 - Math.pow(mf,2))/N));

}

//The volume of the rectangle [0,1]x[0,2]

public static double vol() {

return 1

*

2;

}

}

Listing 3.2 Program listing for montecarlo2.java

The results of running the program with various numbers of random points (e.g. java

montecarlo2 1000) are shown below:

N = 10: integral = 6.95747529014894 +/- 2.9185131565120592

N = 100: integral = 6.3149056229650355 +/- 0.9549009662159909

N = 1000: integral = 6.477032813858756 +/- 0.31916837260973624

N = 10000: integral = 6.349975080015089 +/- 0.10040086346895105

N = 100000: integral = 6.440184132811864 +/- 0.03200476870881392

N = 1000000: integral = 6.417050897922222 +/- 0.01009454409789472

To use the Monte Carlo method to evaluate triple integrals, you will need to generate

random triples (x, y, z) in a parallelepiped, instead of random pairs (x, y) in a rectangle, and

use the volume of the parallelepiped instead of the area of a rectangle in formula (3.15) (see

Exercise 2). For a more detailed discussion of numerical integration methods, see PRESS et

al.

Exercises

C

1. Write a program that uses the Monte Carlo method to approximate the double integral

R

e

xy

dA, where R [0, 1][0, 1]. Show the program output for N 10, 100, 1000, 10000,

100000 and 1000000 random points.

2. Write a program that uses the Monte Carlo method to approximate the triple integral

S

e

xyz

dV, where S [0, 1] [0, 1] [0, 1]. Show the program output for N 10, 100,

1000, 10000, 100000 and 1000000 random points.

3. Repeat Exercise 1 with the region R {(x, y) : 1 x 1, 0 y x

2

}.

4. Repeat Exercise 2 with the solid S {(x, y, z) : 0 x 1, 0 y 1, 0 z 1x y}.

5. Use the Monte Carlo method to approximate the volume of a sphere of radius 1.

6. Use the Monte Carlo method to approximate the volume of the ellipsoid

x

2

9

+

y

2

4

+

z

2

1

1.

3.5 Change of Variables in Multiple Integrals 117

3.5 Change of Variables in Multiple Integrals

Given the difculty of evaluating multiple integrals, the reader may be wondering if it is

possible to simplify those integrals using a suitable substitution for the variables. The an-

swer is yes, though it is a bit more complicated than the substitution method which you

learned in single-variable calculus.

Recall that if you are given, for example, the denite integral

_

2

1

x

3

_

x

2

1dx ,

then you would make the substitution

u x

2

1 x

2

u+1

du 2xdx

which changes the limits of integration

x 1 u 0

x 2 u 3

so that we get

_

2

1

x

3

_

x

2

1dx

_

2

1

1

2

x

2

2x

_

x

2

1dx

_

3

0

1

2

(u+1)

_

udu

1

2

_

3

0

_

u

3/2

+u

1/2

_

du , which can be easily integrated to give

14

_

3

5

.

Let us take a different look at what happened when we did that substitution, which will give

some motivation for how substitution works in multiple integrals. First, we let u x

2

1.

On the interval of integration [1, 2], the function x x

2

1 is strictly increasing (and maps

[1, 2] onto [0, 3]) and hence has an inverse function (dened on the interval [0, 3]). That is,

on [0, 3] we can dene x as a function of u, namely

x g(u)

_

u+1 .

Then substituting that expression for x into the function f (x) x

3

_

x

2

1 gives

f (x) f (g(u)) (u+1)

3/2

_

u ,

118 CHAPTER 3. MULTIPLE INTEGRALS

and we see that

dx

du

g

(u) dx g

(u) du

dx

1

2

(u+1)

1/2

du ,

so since

g(0) 1 0 g

1

(1)

g(3) 2 3 g

1

(2)

then performing the substitution as we did earlier gives

_

2

1

f (x) dx

_

2

1

x

3

_

x

2

1dx

_

3

0

1

2

(u+1)

_

udu , which can be written as

_

3

0

(u+1)

3/2

_

u

1

2

(u+1)

1/2

du , which means

_

2

1

f (x) dx

_

g

1

(2)

g

1

(1)

f (g(u)) g

(u) du .

In general, if x g(u) is a one-to-one, differentiable function from an interval [c, d] (which

you can think of as being on the u-axis) onto an interval [a, b] (on the x-axis), which means

that g

(u) / 0 on the interval (c, d), so that a g(c) and b g(d), then c g

1

(a) and d

g

1

(b), and

_

b

a

f (x) dx

_

g

1

(b)

g

1

(a)

f (g(u)) g

(u) du . (3.17)

This is called the change of variable formula for integrals of single-variable functions, and it

is what you were implicitly using when doing integration by substitution. This formula turns

out to be a special case of a more general formula which can be used to evaluate multiple

integrals. We will state the formulas for double and triple integrals involving real-valued

functions of two and three variables, respectively. We will assume that all the functions

involved are continuously differentiable and that the regions and solids involved all have

reasonable boundaries. The proof of the following theorem is beyond the scope of the text.

2

2

See TAYLOR and MANN, 15.32 and 15.62 for all the details.

3.5 Change of Variables in Multiple Integrals 119

Theorem 3.1. Change of Variables Formula for Multiple Integrals

Let x x(u, v) and y y(u, v) dene a one-to-one mapping of a region R

a region R in the xy-plane such that the determinant

J(u, v)

x

u

x

v

y

u

y

v

(3.18)

is never 0 in R

. Then

R

f (x, y) dA(x, y)

We use the notation dA(x, y) and dA(u, v) to denote the area element in the (x, y) and (u, v)

coordinates, respectively.

Similarly, if x x(u, v, w), y y(u, v, w) and z z(u, v, w) dene a one-to-one mapping of

a solid S

J(u, v, w)

x

u

x

v

x

w

y

u

y

v

y

w

z

u

z

v

z

w

(3.20)

is never 0 in S

, then

S

f (x, y, z) dV(x, y, z)

f (x(u, v, w), y(u, v, w), z(u, v, w)) [ J(u, v, w)[ dV(u, v, w) . (3.21)

The determinant J(u, v) in formula (3.18) is called the Jacobian of x and y with respect

to u and v, and is sometimes written as

J(u, v)

(x, y)

(u, v)

. (3.22)

Similarly, the Jacobian J(u, v, w) of three variables is sometimes written as

J(u, v, w)

(x, y, z)

(u, v, w)

. (3.23)

Notice that formula (3.19) is saying that dA(x, y) [ J(u, v)[ dA(u, v), which you can think of

as a two-variable version of the relation dx g

The following example shows how the change of variables formula is used.

120 CHAPTER 3. MULTIPLE INTEGRALS

Example 3.9. Evaluate

R

e

xy

x+y

dA, where R {(x, y) : x 0, y 0, x+ y 1}.

Solution: First, note that evaluating this double integral without using substitution is prob-

ably impossible, at least in a closed form. By looking at the numerator and denominator of

the exponent of e, we will try the substitution u x y and v x + y. To use the change of

variables formula (3.19), we need to write both x and y in terms of u and v. So solving for

x and y gives x

1

2

(u+v) and y

1

2

(v u). In Figure 3.5.1 below, we see how the mapping

x x(u, v)

1

2

(u+v), y y(u, v)

1

2

(vu) maps the region R

x

y

0

x+ y 1

1

1

R

u

v

0

1

1 1

R

u v u v

x

1

2

(u+v)

y

1

2

(vu)

Figure 3.5.1 The regions R and R

J(u, v)

x

u

x

v

y

u

y

v

1

2

1

2

1

2

1

2

1

2

[ J(u, v)[

1

2

1

2

,

so using horizontal slices in R

, we have

R

e

xy

x+y

dA

_

1

0

_

v

v

e

u

v

1

2

dudv

_

1

0

_

v

2

e

u

v

uv

uv

_

dv

_

1

0

v

2

(e e

1

) dv

v

2

4

(e e

1

)

1

0

1

4

_

e

1

e

_

e

2

1

4e

3.5 Change of Variables in Multiple Integrals 121

The change of variables formula can be used to evaluate double integrals in polar coordi-

nates. Letting

x x(r, ) r cos and y y(r, ) r sin ,

we have

J(u, v)

x

r

x

y

r

y

cos r sin

sin r cos

r cos

2

+r sin

2

r [ J(u, v)[ [ r[ r ,

so we have the following formula:

Double Integral in Polar Coordinates

R

f (x, y) dxdy

where the mapping x r cos, y r sin maps the region R

region R in the xy-plane in a one-to-one manner.

Example 3.10. Find the volume V inside the paraboloid z x

2

+ y

2

for 0 z 1.

y

z

x

0

x

2

+ y

2

1

1

Figure 3.5.2 z x

2

+ y

2

Solution: Using vertical slices, we see that

V

R

(1z) dA

R

(1(x

2

+ y

2

)) dA ,

where R {(x, y) : x

2

+ y

2

1} is the unit disk in R

2

(see

Figure 3.5.2). In polar coordinates (r, ) we know that

x

2

+y

2

r

2

and that the unit disk R is the set R

{(r, ) :

0 r 1, 0 2}. Thus,

V

_

2

0

_

1

0

(1r

2

) r dr d

_

2

0

_

1

0

(r r

3

) dr d

_

2

0

_

r

2

2

r

4

4

r1

r0

_

d

_

2

0

1

4

d

2

122 CHAPTER 3. MULTIPLE INTEGRALS

Example 3.11. Find the volume V inside the cone z

_

x

2

+ y

2

for 0 z 1.

y

z

x

0

x

2

+ y

2

1

1

Figure 3.5.3 z

_

x

2

+ y

2

Solution: Using vertical slices, we see that

V

R

(1z) dA

R

_

1

_

x

2

+ y

2

_

dA ,

where R {(x, y) : x

2

+ y

2

1} is the unit disk in R

2

(see Figure 3.5.3). In polar coordinates (r, ) we know

that

_

x

2

+ y

2

r and that the unit disk R is the set

R

V

_

2

0

_

1

0

(1r) r dr d

_

2

0

_

1

0

(r r

2

) dr d

_

2

0

_

r

2

2

r

3

3

r1

r0

_

d

_

2

0

1

6

d

3

In a similar fashion, it can be shown (see Exercises 5-6) that triple integrals in cylindrical

and spherical coordinates take the following forms:

Triple Integral in Cylindrical Coordinates

S

f (x, y, z) dxdydz

where the mapping x r cos, y r sin, z z maps the solid S

solid S in xyz-space in a one-to-one manner.

Triple Integral in Spherical Coordinates

S

f (x, y, z) dxdydz

2

sind dd , (3.26)

where the mapping x sin cos, y sin sin, z cos maps the solid S

in -

space onto the solid S in xyz-space in a one-to-one manner.

3.5 Change of Variables in Multiple Integrals 123

Example 3.12. For a >0, nd the volume V inside the sphere S x

2

+ y

2

+z

2

a

2

.

Solution: We see that S is the set a in spherical coordinates, so

V

S

1dV

_

2

0

_

0

_

a

0

1

2

sind dd

_

2

0

_

0

_

3

3

a

0

_

sindd

_

2

0

_

0

a

3

3

sindd

_

2

0

_

a

3

3

cos

0

_

d

_

2

0

2a

3

3

d

4a

3

3

.

Exercises

A

1. Find the volume V inside the paraboloid z x

2

+ y

2

for 0 z 4.

2. Find the volume V inside the cone z

_

x

2

+ y

2

for 0 z 3.

B

3. Find the volume V of the solid inside both x

2

+ y

2

+z

2

4 and x

2

+ y

2

1.

4. Find the volume V inside both the sphere x

2

+ y

2

+z

2

1 and the cone z

_

x

2

+ y

2

.

5. Prove formula (3.25). 6. Prove formula (3.26).

7. Evaluate

R

sin

_

x+y

2

_

cos

_

xy

2

_

dA, where R is the triangle with vertices (0, 0), (2, 0) and

(1, 1). (Hint: Use the change of variables u (x+ y)/2, v (x y)/2.)

8. Find the volume of the solid bounded by z x

2

+ y

2

and z

2

4(x

2

+ y

2

).

9. Find the volume inside the elliptic cylinder

x

2

a

2

+

y

2

b

2

1 for 0 z 2.

C

10. Show that the volume inside the ellipsoid

x

2

a

2

+

y

2

b

2

+

z

2

c

2

1 is

4abc

3

. (Hint: Use the change

of variables x au, y bv, z cw, then consider Example 3.12.)

11. Show that the Beta function, dened by

B(x, y)

_

1

0

t

x1

(1t)

y1

dt , for x >0, y >0,

satises the relation B(y, x) B(x, y) for x >0, y >0.

12. Using the substitution t u/(u+1), show that the Beta function can be written as

B(x, y)

_

0

u

x1

(u+1)

x+y

du , for x >0, y >0.

124 CHAPTER 3. MULTIPLE INTEGRALS

3.6 Application: Center of Mass

a b

x

y

0

y f (x)

R

( x, y)

Figure 3.6.1 Center of mass of R

Recall from single-variable calculus that for a region

R {(x, y) : a x b, 0 y f (x)} in R

2

that represents

a thin, at plate (see Figure 3.6.1), where f (x) is a con-

tinuous function on [a, b], the center of mass of R has

coordinates ( x, y) given by

x

M

y

M

and y

M

x

M

,

where

M

x

_

b

a

( f (x))

2

2

dx , M

y

_

b

a

xf (x) dx , M

_

b

a

f (x) dx , (3.27)

assuming that R has uniform density, i.e the mass of R is uniformly distributed over the

region. In this case the area M of the region is considered the mass of R (the density is

constant, and taken as 1 for simplicity).

In the general case where the density of a region (or lamina) R is a continuous function

(x, y) of the coordinates (x, y) of points inside R (where R can be any region in R

2

) the

coordinates ( x, y) of the center of mass of R are given by

x

M

y

M

and y

M

x

M

, (3.28)

where

M

y

R

x(x, y) dA , M

x

R

y(x, y) dA , M

R

(x, y) dA , (3.29)

The quantities M

x

and M

y

are called the moments (or rst moments) of the region R about

the x-axis and y-axis, respectively. The quantity M is the mass of the region R. To see this,

think of taking a small rectangle inside R with dimensions x and y close to 0. The mass

of that rectangle is approximately (x

, y

, y

) in that rectangle.

Then the mass of R is the limit of the sums of the masses of all such rectangles inside R as

the diagonals of the rectangles approach 0, which is the double integral

R

(x, y) dA.

Note that the formulas in (3.27) represent a special case when (x, y) 1 throughout R in

the formulas in (3.29).

Example 3.13. Find the center of mass of the region R {(x, y) : 0 x 1, 0 y 2x

2

}, if the

density function at (x, y) is (x, y) x+ y.

3.6 Application: Center of Mass 125

x

y

0

y 2x

2

R

1

Figure 3.6.2

Solution: The region R is shown in Figure 3.6.2. We have

M

R

(x, y) dA

_

1

0

_

2x

2

0

(x+ y) dydx

_

1

0

_

xy+

y

2

2

y2x

2

y0

_

dx

_

1

0

(2x

3

+2x

4

) dx

x

4

2

+

2x

5

5

1

0

9

10

and

M

x

R

y(x, y) dA M

y

R

x(x, y) dA

_

1

0

_

2x

2

0

y(x+ y) dydx

_

1

0

_

2x

2

0

x(x+ y) dydx

_

1

0

_

xy

2

2

+

y

3

3

y2x

2

y0

_

dx

_

1

0

_

x

2

y+

xy

2

2

y2x

2

y0

_

dx

_

1

0

(2x

5

+

8x

6

3

) dx

_

1

0

(2x

4

+2x

5

) dx

x

6

3

+

8x

7

21

1

0

5

7

2x

5

5

+

x

6

3

1

0

11

15

,

so the center of mass ( x, y) is given by

x

M

y

M

11/15

9/10

22

27

, y

M

x

M

5/7

9/10

50

63

.

Note how this center of mass is a little further towards the upper corner of the region R than

when the density is uniform (it is easy to use the formulas in (3.27) to show that ( x, y)

_

3

4

,

3

5

_

in that case). This makes sense since the density function (x, y) x + y increases as (x, y)

approaches that upper corner, where there is quite a bit of area.

In the special case where the density function (x, y) is a constant function on the region

R, the center of mass ( x, y) is called the centroid of R.

126 CHAPTER 3. MULTIPLE INTEGRALS

The formulas for the center of mass of a region in R

2

can be generalized to a solid S in R

3

.

Let S be a solid with a continuous mass density function (x, y, z) at any point (x, y, z) in S.

Then the center of mass of S has coordinates ( x, y, z), where

x

M

yz

M

, y

M

xz

M

, z

M

xy

M

, (3.30)

where

M

yz

S

x(x, y, z) dV , M

xz

S

y(x, y, z) dV , M

xy

S

z(x, y, z) dV , (3.31)

M

S

(x, y, z) dV . (3.32)

In this case, M

yz

, M

xz

and M

xy

are called the moments (or rst moments) of S around the

yz-plane, xz-plane and xy-plane, respectively. Also, M is the mass of S.

Example 3.14. Find the center of mass of the solid S {(x, y, z) : z 0, x

2

+ y

2

+z

2

a

2

}, if

the density function at (x, y, z) is (x, y, z) 1.

y

z

x

0 a

( x, y, z)

a

Figure 3.6.3

Solution: The solid S is just the upper hemisphere inside the sphere

of radius a centered at the origin (see Figure 3.6.3). So since the

density function is a constant and S is symmetric about the z-axis,

then it is clear that x 0 and y 0, so we need only nd z. We have

M

S

(x, y, z) dV

S

1dV Volume(S).

But since the volume of S is half the volume of the sphere of radius

a, which we know by Example 3.12 is

4a

3

3

, then M

2a

3

3

. And

M

xy

S

z(x, y, z) dV

S

z dV , which in spherical coordinates is

_

2

0

_

/2

0

_

a

0

( cos)

2

sind dd

_

2

0

_

/2

0

sin cos

__

a

0

3

d

_

dd

_

2

0

_

/2

0

a

4

4

sin cosdd

3.6 Application: Center of Mass 127

M

xy

_

2

0

_

/2

0

a

4

8

sin2dd (since sin22sin cos)

_

2

0

_

a

4

16

cos2

/2

0

_

d

_

2

0

a

4

8

d

a

4

4

,

so

z

M

xy

M

a

4

4

2a

3

3

3a

8

.

Thus, the center of mass of S is ( x, y, z)

_

0, 0,

3a

8

_

.

Exercises

A

For Exercises 1-5, nd the center of mass of the region R with the given density function

(x, y).

1. R {(x, y) : 0 x 2, 0 y 4 }, (x, y) 2y

2. R {(x, y) : 0 x 1, 0 y x

2

}, (x, y) x+ y

3. R {(x, y) : y 0, x

2

+ y

2

a

2

}, (x, y) 1

4. R {(x, y) : y 0, x 0, 1 x

2

+ y

2

4 }, (x, y)

_

x

2

+ y

2

5. R {(x, y) : y 0, x

2

+ y

2

1 }, (x, y) y

B

For Exercises 6-10, nd the center of mass of the solid S with the given density function

(x, y, z).

6. S {(x, y, z) : 0 x 1, 0 y 1, 0 z 1 }, (x, y, z) xyz

7. S {(x, y, z) : z 0, x

2

+ y

2

+z

2

a

2

}, (x, y, z) x

2

+ y

2

+z

2

8. S {(x, y, z) : x 0, y 0, z 0, x

2

+ y

2

+z

2

a

2

}, (x, y, z) 1

9. S {(x, y, z) : 0 x 1, 0 y 1, 0 z 1 }, (x, y, z) x

2

+ y

2

+z

2

10. S {(x, y, z) : 0 x 1, 0 y 1, 0 z 1x y}, (x, y, z) 1

128 CHAPTER 3. MULTIPLE INTEGRALS

3.7 Application: Probability and Expected Value

In this section we will briey discuss some applications of multiple integrals in the eld of

probability theory. In particular we will see ways in which multiple integrals can be used to

calculate probabilities and expected values.

Probability

Suppose that you have a standard six-sided (fair) die, and you let a variable X represent

the value rolled. Then the probability of rolling a 3, written as P(X 3), is

1

6

, since there

are six sides on the die and each one is equally likely to be rolled, and hence in particular

the 3 has a one out of six chance of being rolled. Likewise the probability of rolling at most a

3, written as P(X 3), is

3

6

1

2

, since of the six numbers on the die, there are three equally

likely numbers (1, 2, and 3) that are less than or equal to 3. Note that P(X 3) P(X

1) +P(X 2) +P(X 3). We call X a discrete random variable on the sample space (or

probability space) consisting of all possible outcomes. In our case, {1, 2, 3, 4, 5, 6}. An

event A is a subset of the sample space. For example, in the case of the die, the event X 3

is the set {1, 2, 3}.

Now let X be a variable representing a random real number in the interval (0, 1). Note

that the set of all real numbers between 0 and 1 is not a discrete (or countable) set of values,

i.e. it can not be put into a one-to-one correspondence with the set of positive integers.

3

In

this case, for any real number x in (0, 1), it makes no sense to consider P(X x) since it must

be 0 (why?). Instead, we consider the probability P(X x), which is given by P(X x) x.

The reasoning is this: the interval (0, 1) has length 1, and for x in (0, 1) the interval (0, x)

has length x. So since X represents a random number in (0, 1), and hence is uniformly

distributed over (0, 1), then

P(X x)

length of (0, x)

length of (0, 1)

x

1

x .

We call X a continuous random variable on the sample space (0, 1). An event A is a

subset of the sample space. For example, in our case the event X x is the set (0, x).

In the case of a discrete random variable, we saw how the probability of an event was the

sum of the probabilities of the individual outcomes comprising that event (e.g. P(X 3)

P(X 1) +P(X 2) +P(X 3) in the die example). For a continuous random variable, the

probability of an event will instead be the integral of a function, which we will now describe.

Let X be a continuous real-valued random variable on a sample space in R. For sim-

3

For a proof see p. 9-10 in KAMKE, E., Theory of Sets, New York: Dover, 1950.

3.7 Application: Probability and Expected Value 129

plicity, let (a, b). Dene the distribution function F of X as

F(x) P(X x) , for < x < (3.33)

_

1, for x b

P(X x), for a < x < b

0, for x a .

(3.34)

Suppose that there is a nonnegative, continuous real-valued function f on R such that

F(x)

_

x

and

_

f (x) dx 1 . (3.36)

Then we call f the probability density function (or p.d.f. for short) for X. We thus have

P(X x)

_

x

a

f (y) dy , for a < x < b . (3.37)

Also, by the Fundamental Theorem of Calculus, we have

F

Example 3.15. Let X represent a randomly selected real number in the interval (0, 1). We

say that X has the uniform distribution on (0, 1), with distribution function

F(x) P(X x)

_

_

1, for x 1

x, for 0 < x <1

0, for x 0 ,

(3.39)

and probability density function

f (x) F

(x)

_

1, for 0 < x <1

0, elsewhere.

(3.40)

In general, if X represents a randomly selected real number in an interval (a, b), then X has

the uniform distribution function

F(x) P(X x)

_

_

1, for x b

x

ba

, for a < x < b

0, for x a ,

(3.41)

and probability density function

f (x) F

(x)

_

1

ba

, for a < x < b

0, elsewhere.

(3.42)

130 CHAPTER 3. MULTIPLE INTEGRALS

Example 3.16. A famous distribution function is given by the standard normal distribution,

whose probability density function f is

f (x)

1

_

2

e

x

2

/2

, for < x <. (3.43)

This is often called a bell curve, and is used widely in statistics. Since we are claiming that

f is a p.d.f., we should have

_

1

_

2

e

x

2

/2

dx 1 (3.44)

by formula (3.36), which is equivalent to

_

e

x

2

/2

dx

_

2 . (3.45)

We can use a double integral in polar coordinates to verify this integral. First,

_

e

(x

2

+y

2

)/2

dxdy

_

e

y

2

/2

__

e

x

2

/2

dx

_

dy

__

e

x

2

/2

dx

_ __

e

y

2

/2

dy

_

__

e

x

2

/2

dx

_

2

since the same function is being integrated twice in the middle equation, just with different

variables. But using polar coordinates, we see that

_

e

(x

2

+y

2

)/2

dxdy

_

2

0

_

0

e

r

2

/2

r dr d

_

2

0

_

e

r

2

/2

r

r0

_

d

_

2

0

(0(e

0

)) d

_

2

0

1d 2 ,

and so

__

e

x

2

/2

dx

_

2

2 , and hence

_

e

x

2

/2

dx

_

2 .

3.7 Application: Probability and Expected Value 131

In addition to individual random variables, we can consider jointly distributed random

variables. For this, we will let X, Y and Z be three real-valued continuous random variables

dened on the same sample space in R (the discussion for two random variables is similar).

Then the joint distribution function F of X, Y and Z is given by

F(x, y, z) P(X x, Y y, Z z) , for < x, y, z <. (3.46)

If there is a nonnegative, continuous real-valued function f on R

3

such that

F(x, y, z)

_

z

_

y

_

x

and

_

then we call f the joint probability density function (or joint p.d.f. for short) for X, Y and Z.

In general, for a

1

< b

1

, a

2

< b

2

, a

3

< b

3

, we have

P(a

1

< X b

1

, a

2

<Y b

2

, a

3

< Z b

3

)

_

b

3

a

3

_

b

2

a

2

_

b

1

a

1

f (x, y, z) dxdydz , (3.49)

with the and < symbols interchangeable in any combination. A triple integral, then, can

be thought of as representing a probability (for a function f which is a p.d.f.).

Example 3.17. Let a, b, and c be real numbers selected randomly from the interval (0, 1).

What is the probability that the equation ax

2

+bx+c 0 has at least one real solution x?

a

c

0

c

1

4a

1

1

1

4

R

1

R

2

Figure 3.7.1 Region

R R

1

R

2

Solution: We know by the quadratic formula that there is at least

one real solution if b

2

4ac 0. So we need to calculate P(b

2

4ac

0). We will use three jointly distributed random variables to do this.

First, since 0 <a, b, c <1, we have

b

2

4ac 0 0 < 4ac b

2

< 1 0 < 2

_

a

_

c b < 1 ,

where the last relation holds for all 0 <a, c <1 such that

0 < 4ac < 1 0 < c <

1

4a

.

Considering a, b and c as real variables, the region R in the ac-plane where the above

relation holds is given by R {(a, c) : 0 < a < 1, 0 < c < 1, 0 < c <

1

4a

}, which we can see is a

union of two regions R

1

and R

2

, as in Figure 3.7.1 above.

Now let X, Y and Z be continuous random variables, each representing a randomly se-

lected real number from the interval (0, 1) (think of X, Y and Z representing a, b and c,

132 CHAPTER 3. MULTIPLE INTEGRALS

respectively). Then, similar to how we showed that f (x) 1 is the p.d.f. of the uniform dis-

tribution on (0, 1), it can be shown that f (x, y, z) 1 for x, y, z in (0, 1)

(0 elsewhere) is the joint p.d.f. of X, Y and Z. Now,

P(b

2

4ac 0) P((a, c) R, 2

_

a

_

c b <1) ,

so this probability is the triple integral of f (a, b, c) 1 as b varies from 2

_

a

_

c to 1 and as

(a, c) varies over the region R. Since R can be divided into two regions R

1

and R

2

, then the

required triple integral can be split into a sum of two triple integrals, using vertical slices in

R:

P(b

2

4ac 0)

_

1/4

0

_

1

0

. .

R

1

_

1

2

_

a

_

c

1dbdc da +

_

1

1/4

_

1/4a

0

. .

R

2

_

1

2

_

a

_

c

1dbdc da

_

1/4

0

_

1

0

(12

_

a

_

c) dc da +

_

1

1/4

_

1/4a

0

(12

_

a

_

c) dc da

_

1/4

0

_

c

4

3

_

ac

3/2

c1

c0

_

da +

_

1

1/4

_

c

4

3

_

ac

3/2

c1/4a

c0

_

da

_

1/4

0

_

1

4

3

_

a

_

da +

_

1

1/4

1

12a

da

a

8

9

a

3/2

1/4

0

+

1

12

lna

1

1/4

_

1

4

1

9

_

+

_

0

1

12

ln

1

4

_

5

36

+

1

12

ln4

P(b

2

4ac 0)

5+3ln4

36

0.2544

In other words, the equation ax

2

+bx+c 0 has about a 25% chance of being solved!

Expected Value

The expected value EX of a random variable X can be thought of as the average value

of X as it varies over its sample space. If X is a discrete random variable, then

EX

x

xP(X x) , (3.50)

with the sum being taken over all elements x of the sample space. For example, if X repre-

sents the number rolled on a six-sided die, then

EX

6

x1

xP(X x)

6

x1

x

1

6

3.5 (3.51)

is the expected value of X, which is the average of the integers 16.

3.7 Application: Probability and Expected Value 133

If X is a real-valued continuous random variable with p.d.f. f , then

EX

_

x f (x) dx . (3.52)

For example, if X has the uniform distribution on the interval (0, 1), then its p.d.f. is

f (x)

_

1, for 0 < x <1

0, elsewhere,

(3.53)

and so

EX

_

x f (x) dx

_

1

0

xdx

1

2

. (3.54)

For a pair of jointly distributed, real-valued continuous random variables X and Y with

joint p.d.f. f (x, y), the expected values of X and Y are given by

EX

_

_

respectively.

Example 3.18. If you were to pick n >2 random real numbers from the interval (0, 1), what

are the expected values for the smallest and largest of those numbers?

Solution: Let U

1

, . . . ,U

n

be n continuous random variables, each representing a randomly

selected real number from (0, 1), i.e. each has the uniform distribution on (0, 1). Dene

random variables X and Y by

X min(U

1

, . . . ,U

n

) and Y max(U

1

, . . . ,U

n

) .

Then it can be shown

4

that the joint p.d.f. of X and Y is

f (x, y)

_

n(n1)(yx)

n2

, for 0 x y 1

0, elsewhere.

(3.56)

Thus, the expected value of X is

EX

_

1

0

_

1

x

n(n1)x(yx)

n2

dydx

_

1

0

_

nx(yx)

n1

y1

yx

_

dx

_

1

0

nx(1x)

n1

dx , so integration by parts yields

x(1x)

n

1

n+1

(1x)

n+1

1

0

EX

1

n+1

,

4

See Ch. 6 in HOEL, PORT and STONE.

134 CHAPTER 3. MULTIPLE INTEGRALS

and similarly (see Exercise 3) it can be shown that

EY

_

1

0

_

y

0

n(n1)y(yx)

n2

dxdy

n

n+1

.

So, for example, if you were to repeatedly take samples of n 3 random real numbers from

(0, 1), and each time store the minimum and maximum values in the sample, then the aver-

age of the minimums would approach

1

4

and the average of the maximums would approach

3

4

as the number of samples grows. It would be relatively simple (see Exercise 4) to write a

computer program to test this.

Exercises

B

1. Evaluate the integral

_

e

x

2

dx using anything you have learned so far.

2. For >0 and >0, evaluate

_

_

2

e

(x)

2

/2

2

dx.

3. Show that EY

n

n+1

in Example 3.18

C

4. Write a computer program (in the language of your choice) that veries the results in

Example 3.18 for the case n 3 by taking large numbers of samples.

5. Repeat Exercise 4 for the case when n 4.

6. For continuous random variables X, Y with joint p.d.f. f (x, y), dene the second moments

E(X

2

) and E(Y

2

) by

E(X

2

)

_

x

2

f (x, y) dxdy and E(Y

2

)

_

y

2

f (x, y) dxdy ,

and the variances Var(X) and Var(Y) by

Var(X) E(X

2

) (EX)

2

and Var(Y) E(Y

2

) (EY)

2

.

Find Var(X) and Var(Y) for X and Y as in Example 3.18.

7. Continuing Exercise 6, the correlation between X and Y is dened as

E(XY) (EX)(EY)

_

Var(X) Var(Y)

,

where E(XY)

_

(Note: The quantity E(XY) (EX)(EY) is called the covariance of X and Y.)

8. In Example 3.17 would the answer change if the interval (0, 100) is used instead of (0, 1)?

Explain.

4 Line and Surface Integrals

4.1 Line Integrals

In single-variable calculus you learned how to integrate a real-valued function f (x) over an

interval [a, b] in R

1

. This integral (usually called a Riemann integral) can be thought of as

an integral over a path in R

1

, since an interval (or collection of intervals) is really the only

kind of path in R

1

. You may also recall that if f (x) represented the force applied along the

x-axis to an object at position x in [a, b], then the work W done in moving that object from

position x a to x b was dened as the integral:

W

_

b

a

f (x) dx

In this section, we will see how to dene the integral of a function (either real-valued or

vector-valued) of two variables over a general path (i.e. a curve) in R

2

. This denition will

be motivated by the physical notion of work. We will begin with real-valued functions of two

variables.

In physics, the intuitive idea of work is that

Work Force Distance .

Suppose that we want to nd the total amount W of work done in moving an object along a

curve C in R

2

with a smooth parametrization x x(t), y y(t), a t b, with a force f (x, y)

which varies with the position (x, y) of the object and is applied in the direction of motion

along C (see Figure 4.1.1 below).

x

y

0

C

t a

t b

s

i

_

x

i

2

+y

i

2

t t

i

t t

i+1

y

i

x

i

Figure 4.1.1 Curve C : x x(t), y y(t) for t in [a, b]

We will assume for now that the function f (x, y) is continuous and real-valued, so we only

consider the magnitude of the force. Partition the interval [a, b] as follows:

a t

0

< t

1

< t

2

< < t

n1

< t

n

b , for some integer n 2

135

136 CHAPTER 4. LINE AND SURFACE INTEGRALS

As we can see from Figure 4.1.1, over a typical subinterval [t

i

, t

i+1

] the distance s

i

traveled

along the curve is approximately

_

x

i

2

+y

i

2

, by the Pythagorean Theorem. Thus, if the

subinterval is small enough then the work done in moving the object along that piece of the

curve is approximately

Force Distance f (x

i

, y

i

)

_

x

i

2

+y

i

2

, (4.1)

where (x

i

, y

i

) (x(t

i

), y(t

i

)) for some t

i

in [t

i

, t

i+1

], and so

W

n1

i0

f (x

i

, y

i

)

_

x

i

2

+y

i

2

(4.2)

is approximately the total amount of work done over the entire curve. But since

_

x

i

2

+y

i

2

_

_

x

i

t

i

_

2

+

_

y

i

t

i

_

2

t

i

,

where t

i

t

i+1

t

i

, then

W

n1

i0

f (x

i

, y

i

)

_

_

x

i

t

i

_

2

+

_

y

i

t

i

_

2

t

i

. (4.3)

Taking the limit of that sum as the length of the largest subinterval goes to 0, the sum over

all subintervals becomes the integral from t a to t b,

x

i

t

i

and

y

i

t

i

become x

(t) and y

(t),

respectively, and f (x

i

, y

i

) becomes f (x(t), y(t)), so that

W

_

b

a

f (x(t), y(t))

_

x

(t)

2

+ y

(t)

2

dt . (4.4)

The integral on the right side of the above equation gives us our idea of how to dene,

for any real-valued function f (x, y), the integral of f (x, y) along the curve C, called a line

integral:

Denition 4.1. For a real-valued function f (x, y) and a curve C in R

2

, parametrized by

x x(t), y y(t), a t b, the line integral of f (x, y) along C with respect to arc length

s is

_

C

f (x, y) ds

_

b

a

f (x(t), y(t))

_

x

(t)

2

+ y

(t)

2

dt . (4.5)

The symbol ds is the differential of the arc length function

s s(t)

_

t

a

_

x

(u)

2

+ y

(u)

2

du , (4.6)

4.1 Line Integrals 137

which you may recognize from Section 1.9 as the length of the curve C over the interval [a, t],

for all t in [a, b]. That is,

ds s

(t) dt

_

x

(t)

2

+ y

(t)

2

dt , (4.7)

by the Fundamental Theorem of Calculus.

For a general real-valued function f (x, y), what does the line integral

_

C

f (x, y) ds rep-

resent? The preceding discussion of ds gives us a clue. You can think of differentials as

innitesimal lengths. So if you think of f (x, y) as the height of a picket fence along C, then

f (x, y) ds can be thought of as approximately the area of a section of that fence over some

innitesimally small section of the curve, and thus the line integral

_

C

f (x, y) ds is the total

area of that picket fence (see Figure 4.1.2).

x

y

0

C

ds

f (x, y)

Figure 4.1.2 Area of shaded rectangle height width f (x, y) ds

Example 4.1. Use a line integral to show that the lateral surface area A of a right circular

cylinder of radius r and height h is 2rh.

y

z

x

0

r

h f (x, y)

C : x

2

+ y

2

r

2

Figure 4.1.3

Solution: We will use the right circular cylinder with base circle C

given by x

2

+ y

2

r

2

and with height h in the positive z direction

(see Figure 4.1.3). Parametrize C as follows:

x x(t) r cos t , y y(t) r sint , 0 t 2

Let f (x, y) h for all (x, y). Then

A

_

C

f (x, y) ds

_

b

a

f (x(t), y(t))

_

x

(t)

2

+ y

(t)

2

dt

_

2

0

h

_

(r sint)

2

+(r cos t)

2

dt

h

_

2

0

r

_

sin

2

t +cos

2

t dt

rh

_

2

0

1dt 2rh

138 CHAPTER 4. LINE AND SURFACE INTEGRALS

Note in Example 4.1 that if we had traversed the circle C twice, i.e. let t vary from 0 to

4, then we would have gotten an area of 4rh, i.e. twice the desired area, even though the

curve itself is still the same (namely, a circle of radius r). Also, notice that we traversed the

circle in the counter-clockwise direction. If we had gone in the clockwise direction, using the

parametrization

x x(t) r cos(2t) , y y(t) r sin(2t) , 0 t 2 , (4.8)

then it is easy to verify (see Exercise 12) that the value of the line integral is unchanged.

In general, it can be shown (see Exercise 15) that reversing the direction in which a curve

C is traversed leaves

_

C

f (x, y) ds unchanged, for any f (x, y). If a curve C has a parametriza-

tion x x(t), y y(t), a t b, then denote by C the same curve as C but traversed in the

opposite direction. Then C is parametrized by

x x(a+bt) , y y(a+bt) , a t b , (4.9)

and we have

_

C

f (x, y) ds

_

C

f (x, y) ds . (4.10)

Notice that our denition of the line integral was with respect to the arc length parameter

s. We can also dene

_

C

f (x, y) dx

_

b

a

f (x(t), y(t)) x

(t) dt (4.11)

as the line integral of f (x, y) along C with respect to x, and

_

C

f (x, y) dy

_

b

a

f (x(t), y(t)) y

(t) dt (4.12)

as the line integral of f (x, y) along C with respect to y.

In the derivation of the formula for a line integral, we used the idea of work as force

multiplied by distance. However, we know that force is actually a vector. So it would be

helpful to develop a vector form for a line integral. For this, suppose that we have a function

f(x, y) dened on R

2

by

f(x, y) P(x, y) i + Q(x, y) j

for some continuous real-valued functions P(x, y) and Q(x, y) on R

2

. Such a function f is

called a vector eld on R

2

. It is dened at points in R

2

, and its values are vectors in R

2

. For

a curve C with a smooth parametrization x x(t), y y(t), a t b, let

r(t) x(t) i + y(t) j

4.1 Line Integrals 139

be the position vector for a point (x(t), y(t)) on C. Then r

(t) x

(t) i + y

(t) j and so

_

C

P(x, y) dx +

_

C

Q(x, y) dy

_

b

a

P(x(t), y(t)) x

(t) dt +

_

b

a

Q(x(t), y(t)) y

(t) dt

_

b

a

(P(x(t), y(t)) x

(t)) dt

_

b

a

f(x(t), y(t)) r

(t) dt

by denition of f(x, y). Notice that the function f(x(t), y(t)) r

[a, b], so the last integral on the right looks somewhat similar to our earlier denition of a

line integral. This leads us to the following denition:

Denition 4.2. For a vector eld f(x, y) P(x, y) i +Q(x, y) j and a curve C with a smooth

parametrization x x(t), y y(t), a t b, the line integral of f along C is

_

C

f dr

_

C

P(x, y) dx +

_

C

Q(x, y) dy (4.13)

_

b

a

f(x(t), y(t)) r

(t) dt , (4.14)

where r(t) x(t) i + y(t) j is the position vector for points on C.

We use the notation dr r

function r. The line integral in Denition 4.2 is often called a line integral of a vector eld

to distinguish it from the line integral in Denition 4.1 which is called a line integral of a

scalar eld. For convenience we will often write

_

C

P(x, y) dx +

_

C

Q(x, y) dy

_

C

P(x, y) dx+Q(x, y) dy ,

where it is understood that the line integral along C is being applied to both P and Q. The

quantity P(x, y) dx+Q(x, y) dy is known as a differential form. For a real-valued function

F(x, y), the differential of F is dF

F

x

dx+

F

y

dy. A differential form P(x, y) dx+Q(x, y) dy

is called exact if it equals dF for some function F(x, y).

Recall that if the points on a curve C have position vector r(t) x(t) i+y(t) j, then r

(t) is a

tangent vector to C at the point (x(t), y(t)) in the direction of increasing t (which we call the

direction of C). Since C is a smooth curve, then r

T(t)

r

(t)

_

_

r

(t)

_

_

is the unit tangent vector to C at (x(t), y(t)). Putting Denitions 4.1 and 4.2 together we get

the following theorem:

140 CHAPTER 4. LINE AND SURFACE INTEGRALS

Theorem 4.1. For a vector eld f(x, y) P(x, y) i +Q(x, y) j and a curve C with a smooth

parametrization x x(t), y y(t), a t b and position vector r(t) x(t) i + y(t) j,

_

C

f dr

_

C

f Tds , (4.15)

where T(t)

r

(t)

|r

(t)|

is the unit tangent vector to C at (x(t), y(t)).

If the vector eld f(x, y) represents the force moving an object along a curve C, then the work

W done by this force is

W

_

C

f Tds

_

C

f dr . (4.16)

Example 4.2. Evaluate

_

C

(x

2

+ y

2

) dx+2xydy, where:

(a) C : x t , y 2t , 0 t 1

(b) C : x t , y 2t

2

, 0 t 1

x

y

0

(1, 2)

2

1

Figure 4.1.4

Solution: Figure 4.1.4 shows both curves.

(a) Since x

(t) 1 and y

(t) 2, then

_

C

(x

2

+ y

2

) dx+2xydy

_

1

0

_

(x(t)

2

+ y(t)

2

)x

(t) +2x(t)y(t) y

(t)

_

dt

_

1

0

_

(t

2

+4t

2

)(1) +2t(2t)(2)

_

dt

_

1

0

13t

2

dt

13t

3

3

1

0

13

3

(b) Since x

(t) 1 and y

_

C

(x

2

+ y

2

) dx+2xydy

_

1

0

_

(x(t)

2

+ y(t)

2

)x

(t) +2x(t)y(t) y

(t)

_

dt

_

1

0

_

(t

2

+4t

4

)(1) +2t(2t

2

)(4t)

_

dt

_

1

0

(t

2

+20t

4

) dt

t

3

3

+4t

5

1

0

1

3

+4

13

3

4.1 Line Integrals 141

So in both cases, if the vector eld f(x, y) (x

2

+y

2

) i+2xyj represents the force moving an

object from (0, 0) to (1, 2) along the given curve C, then the work done is

13

3

. This may lead

you to think that work (and more generally, the line integral of a vector eld) is independent

of the path taken. However, as we will see in the next section, this is not always the case.

Although we dened line integrals over a single smooth curve, if C is a piecewise smooth

curve, that is

C C

1

C

2

. . . C

n

is the union of smooth curves C

1

, . . . , C

n

, then we can dene

_

C

f dr

_

C

1

f dr

1

+

_

C

2

f dr

2

+. . . +

_

C

n

f dr

n

where each r

i

is the position vector of the curve C

i

.

Example 4.3. Evaluate

_

C

(x

2

+ y

2

) dx+2xydy, where C is the polygonal path from (0, 0) to

(0, 2) to (1, 2).

x

y

0

(1, 2) 2

1

C

1

C

2

Figure 4.1.5

Solution: Write C C

1

C

2

, where C

1

is the curve given by x 0, y t,

0 t 2 and C

2

is the curve given by x t, y 2, 0 t 1 (see Figure

4.1.5). Then

_

C

(x

2

+ y

2

) dx+2xydy

_

C

1

(x

2

+ y

2

) dx+2xydy

+

_

C

2

(x

2

+ y

2

) dx+2xydy

_

2

0

_

(0

2

+t

2

)(0) +2(0)t(1)

_

dt +

_

1

0

_

(t

2

+4)(1) +2t(2)(0)

_

dt

_

2

0

0dt +

_

1

0

(t

2

+4) dt

t

3

3

+4t

1

0

1

3

+4

13

3

Line integral notation varies quite a bit. For example, in physics it is common to see the

notation

_

b

a

f dl, where it is understood that the limits of integration a and b are for the

underlying parameter t of the curve, and the letter l signies length. Also, the formulation

_

C

f Tds from Theorem 4.1 is often preferred in physics since it emphasizes the idea of

integrating the tangential component f T of f in the direction of T (i.e. in the direction of C),

which is a useful physical interpretation of line integrals.

142 CHAPTER 4. LINE AND SURFACE INTEGRALS

Exercises

A

For Exercises 1-4, calculate

_

C

f (x, y) ds for the given function f (x, y) and curve C.

1. f (x, y) xy; C : x cos t, y sint, 0 t /2

2. f (x, y)

x

x

2

+1

; C : x t, y 0, 0 t 1

3. f (x, y) 2x+ y; C: polygonal path from (0, 0) to (3, 0) to (3, 2)

4. f (x, y) x + y

2

; C: path from (2, 0) counterclockwise along the circle x

2

+ y

2

4 to the

point (2, 0) and then back to (2, 0) along the x-axis

5. Use a line integral to nd the lateral surface area of the part of the cylinder

x

2

+ y

2

4 below the plane x+2y+z 6 and above the xy-plane.

For Exercises 6-11, calculate

_

C

f dr for the given vector eld f(x, y) and curve C.

6. f(x, y) i j; C : x 3t, y 2t, 0 t 1

7. f(x, y) yi xj; C : x cos t, y sint, 0 t 2

8. f(x, y) xi + yj; C : x cos t, y sint, 0 t 2

9. f(x, y) (x

2

y) i +(x y

2

) j; C : x cos t, y sint, 0 t 2

10. f(x, y) xy

2

i +xy

3

j; C : the polygonal path from (0, 0) to (1, 0) to (0, 1) to (0, 0)

11. f(x, y) (x

2

+ y

2

) i; C : x 2+cos t, y sint, 0 t 2

B

12. Verify that the value of the line integral in Example 4.1 is unchanged when using the

parametrization of the circle C given in formulas (4.8).

13. Show that if f r

_

C

f dr 0.

14. Show that if f points in the same direction as r

curve C, then

_

C

f dr

_

C

|f|ds.

C

15. Prove that

_

C

f (x, y) ds

_

C

f (x, y) ds. (Hint: Use formulas (4.9).)

16. Let C be a smooth curve with arc length L, and suppose that f(x, y) P(x, y) i +Q(x, y) j

is a vector eld such that |f(x, y)| M for all (x, y) on C. Show that

_

C

f dr

_

b

a

g(x) dx

_

b

a

[ g(x)[ dx for Riemann integrals.)

17. Prove that the Riemann integral

_

b

a

f (x) dx is a special case of a line integral.

4.2 Properties of Line Integrals 143

4.2 Properties of Line Integrals

We know from the previous section that for line integrals of real-valued functions (scalar

elds), reversing the direction in which the integral is taken along a curve does not change

the value of the line integral:

_

C

f (x, y) ds

_

C

f (x, y) ds (4.17)

For line integrals of vector elds, however, the value does change. To see this, let f(x, y)

P(x, y) i +Q(x, y) j be a vector eld, with P and Q continuously differentiable functions. Let

C be a smooth curve parametrized by x x(t), y y(t), a t b, with position vector r(t)

x(t) i + y(t) j (we will usually abbreviate this by saying that C : r(t) x(t) i + y(t) j is a smooth

curve). We know that the curve C traversed in the opposite direction is parametrized by

x x(a+bt), y y(a+bt), a t b. Then

_

C

P(x, y) dx

_

b

a

P(x(a+bt), y(a+bt))

d

dt

(x(a+bt)) dt

_

b

a

P(x(a+bt), y(a+bt)) (x

_

a

b

P(x(u), y(u)) (x

_

a

b

P(x(u), y(u)) x

(u) du

_

b

a

P(x(u), y(u)) x

(u) du , since

_

a

b

_

b

a

, so

_

C

P(x, y) dx

_

C

P(x, y) dx

since we are just using a different letter (u) for the line integral along C. A similar argument

shows that

_

C

Q(x, y) dy

_

C

Q(x, y) dy ,

and hence

_

C

f dr

_

C

P(x, y) dx+

_

C

Q(x, y) dy

_

C

P(x, y) dx+

_

C

Q(x, y) dy

__

C

P(x, y) dx+

_

C

Q(x, y) dy

_

_

C

f dr

_

C

f dr . (4.18)

144 CHAPTER 4. LINE AND SURFACE INTEGRALS

The above formula can be interpreted in terms of the work done by a force f(x, y) (treated

as a vector) moving an object along a curve C: the total work performed moving the object

along C from its initial point to its terminal point, and then back to the initial point moving

backwards along the same path, is zero. This is because when force is considered as a vector,

direction is accounted for.

The preceding discussion shows the importance of always taking the direction of the curve

into account when using line integrals of vector elds. For this reason, the curves in line

integrals are sometimes referred to as directed curves or oriented curves.

Recall that our denition of a line integral required that we have a parametrization x

x(t), y y(t), a t b for the curve C. But as we know, any curve has innitely many

parametrizations. So could we get a different value for a line integral using some other

parametrization of C, say, x x(u), y y(u), c u d ? If so, this would mean that our

denition is not well-dened. Luckily, it turns out that the value of a line integral of a

vector eld is unchanged as long as the direction of the curve C is preserved by whatever

parametrization is chosen:

Theorem 4.2. Let f(x, y) P(x, y) i +Q(x, y) j be a vector eld, and let C be a smooth curve

parametrized by x x(t), y y(t), a t b. Suppose that t (u) for c u d, such that

a (c), b (d), and

(u) >0 on the open interval (c, d) (i.e. (u) is strictly increasing on

[c, d]). Then

_

C

f dr has the same value for the parametrizations x x(t), y y(t), a t b

and x x(u) x((u)), y y(u) y((u)), c u d.

Proof: Since (u) is strictly increasing and maps [c, d] onto [a, b], then we know that t

(u) has an inverse function u

1

(t) dened on [a, b] such that c

1

(a), d

1

(b),

and

du

dt

1

(u)

. Also, dt

x

(u)

d x

du

d

du

(x((u)))

dx

dt

dt

du

x

(t)

(u) x

(t)

x

(u)

(u)

so making the susbstitution t (u) gives

_

b

a

P(x(t), y(t)) x

(t) dt

_

1

(b)

1

(a)

P(x((u)), y((u)))

x

(u)

(u)

(

(u) du)

_

d

c

P( x(u), y(u)) x

(u) du ,

which shows that

_

C

P(x, y) dx has the same value for both parametrizations. A similar

argument shows that

_

C

Q(x, y) dy has the same value for both parametrizations, and hence

_

C

f dr has the same value. QED

Notice that the condition

move along C in the same direction. That was not the case with the reverse parametriza-

tion for C: for u a+bt we have t (u) a+bu

(u) 1 <0.

4.2 Properties of Line Integrals 145

Example 4.4. Evaluate the line integral

_

C

(x

2

+ y

2

) dx +2xydy from Example 4.2, Section

4.1, along the curve C : x t, y 2t

2

, 0 t 1, where t sinu for 0 u /2.

Solution: First, we notice that 0 sin0, 1 sin(/2), and

dt

du

cosu > 0 on (0, /2). So by

Theorem 4.2 we know that if C is parametrized by

x sinu , y 2sin

2

u , 0 u /2

then

_

C

(x

2

+y

2

) dx+2xydy should have the same value as we found in Example 4.2, namely

13

3

. And we can indeed verify this:

_

C

(x

2

+ y

2

) dx+2xydy

_

/2

0

_

(sin

2

u+(2sin

2

u)

2

) cosu+2(sinu)(2sin

2

u)4sinu cosu

_

du

_

/2

0

_

sin

2

u+20sin

4

u

_

cosudu

sin

3

u

3

+4sin

5

u

/2

0

1

3

+4

13

3

In other words, the line integral is unchanged whether t or u is the parameter for C.

By a closed curve, we mean a curve C whose initial point and terminal point are the

same, i.e. for C : x x(t), y y(t), a t b, we have (x(a), y(a)) (x(b), y(b)).

>

C

t a t b

(a) Closed

>

C

t a

t b

(b) Not closed

Figure 4.2.1 Closed vs nonclosed curves

A simple closed curve is a closed curve which does not intersect itself. Note that any

closed curve can be regarded as a union of simple closed curves (think of the loops in a gure

eight). We use the special notation

_

C

f (x, y) ds and

_

C

f dr

to denote line integrals of scalar and vector elds, respectively, along closed curves. In some

older texts you may see the notation

_

or

_

to indicate a line integral traversing a closed

curve in a counterclockwise or clockwise direction, respectively.

146 CHAPTER 4. LINE AND SURFACE INTEGRALS

So far, the examples we have seen of line integrals (e.g. Example 4.2) have had the same

value for different curves joining the initial point to the terminal point. That is, the line

integral has been independent of the path joining the two points. As we mentioned before,

this is not always the case. The following theorem gives a necessary and sufcient condition

for this path independence:

Theorem 4.3. In a region R, the line integral

_

C

f dr is independent of the path between

any two points in R if and only if

_

C

f dr 0 for every closed curve C which is contained in

R.

Proof: Suppose that

_

C

f dr 0 for every closed curve C which is contained in R. Let P

1

and P

2

be two distinct points in R. Let C

1

be a curve in R going from P

1

to P

2

, and let C

2

be another curve in R going from P

1

to P

2

, as in Figure 4.2.2.

>

>

C

1

C

2

P

1

P

2

Figure 4.2.2

Then C C

1

C

2

is a closed curve in R (from P

1

to

P

1

), and so

_

C

f dr 0. Thus,

0

_

C

f dr

_

C

1

f dr +

_

C

2

f dr

_

C

1

f dr

_

C

2

f dr , and so

_

C

1

f dr

_

C

2

f dr. This proves path independence.

Conversely, suppose that the line integral

_

C

fdr is independent of the path between any

two points in R. Let C be a closed curve contained in R. Let P

1

and P

2

be two distinct points

on C. Let C

1

be a part of the curve C that goes from P

1

to P

2

, and let C

2

be the remaining

part of C that goes from P

1

to P

2

, again as in Figure 4.2.2. Then by path independence we

have

_

C

1

f dr

_

C

2

f dr

_

C

1

f dr

_

C

2

f dr 0

_

C

1

f dr +

_

C

2

f dr 0 , so

_

C

f dr 0

since C C

1

C

2

. QED

4.2 Properties of Line Integrals 147

Clearly, the above theorem does not give a practical way to determine path independence,

since it is impossible to check the line integrals around all possible closed curves in a region.

What it mostly does is give an idea of the way in which line integrals behave, and how seem-

ingly unrelated line integrals can be related (in this case, a specic line integral between

two points and all line integrals around closed curves).

For a more practical method for determining path independence, we rst need a version

of the Chain Rule for multivariable functions:

Theorem 4.4. (Chain Rule) If z f (x, y) is a continuously differentiable function of x and

y, and both x x(t) and y y(t) are differentiable functions of t, then z is a differentiable

function of t, and

dz

dt

z

x

dx

dt

+

z

y

dy

dt

(4.19)

at all points where the derivatives on the right are dened.

The proof is virtually identical to the proof of Theorem 2.2 from Section 2.4 (which uses the

Mean Value Theorem), so we omit it.

1

We will now use this Chain Rule to prove the following

sufcient condition for path independence of line integrals:

Theorem 4.5. Let f(x, y) P(x, y) i +Q(x, y) j be a vector eld in some region R, with P and

Q continuously differentiable functions on R. Let C be a smooth curve in R parametrized

by x x(t), y y(t), a t b. Suppose that there is a real-valued function F(x, y) such that

F f on R. Then

_

C

f dr F(B) F(A) , (4.20)

where A (x(a), y(a)) and B (x(b), y(b)) are the endpoints of C. Thus, the line integral is

independent of the path between its endpoints, since it depends only on the values of F at

those endpoints.

Proof: By denition of

_

C

f dr, we have

_

C

f dr

_

b

a

_

P(x(t), y(t)) x

(t)

_

dt

_

b

a

_

F

x

dx

dt

+

F

y

dy

dt

_

dt (since F f

F

x

P and

F

y

Q)

_

b

a

F

F(x(t), y(t))

b

a

F(B) F(A)

by the Fundamental Theorem of Calculus. QED

1

See TAYLOR and MANN, 6.5.

148 CHAPTER 4. LINE AND SURFACE INTEGRALS

Theorem 4.5 can be thought of as the line integral version of the Fundamental Theorem

of Calculus. A real-valued function F(x, y) such that F(x, y) f(x, y) is called a potential

for f. A conservative vector eld is one which has a potential.

Example 4.5. Recall from Examples 4.2 and 4.3 in Section 4.1 that the line integral

_

C

(x

2

+

y

2

) dx +2xydy was found to have the value

13

3

for three different curves C going from the

point (0, 0) to the point (1, 2). Use Theorem 4.5 to show that this line integral is indeed path

independent.

Solution: We need to nd a real-valued function F(x, y) such that

F

x

x

2

+ y

2

and

F

y

2xy .

Suppose that

F

x

x

2

+ y

2

, Then we must have F(x, y)

1

3

x

3

+xy

2

+ g(y) for some function

g(y). So

F

y

2xy+ g

F

y

2xy if g

is a constant. Since any choice for K will do (why?), we pick K 0. Thus, a potential F(x, y)

for f(x, y) (x

2

+ y

2

) i +2xyj exists, namely

F(x, y)

1

3

x

3

+xy

2

.

Hence the line integral

_

C

(x

2

+ y

2

) dx+2xydy is path independent.

Note that we can also verify that the value of the line integral of f along any curve C going

from (0, 0) to (1, 2) will always be

13

3

, since by Theorem 4.5

_

C

f dr F(1, 2) F(0, 0)

1

3

(1)

3

+(1)(2)

2

(0+0)

1

3

+4

13

3

.

A consequence of Theorem 4.5 in the special case where C is a closed curve, so that the

endpoints A and B are the same point, is the following important corollary:

Corollary 4.6. If a vector eld f has a potential in a region R, then

_

C

fdr 0 for any closed

curve C in R (i.e.

_

C

F dr 0 for any real-valued function F(x, y)).

Example 4.6. Evaluate

_

C

xdx+ ydy for C : x 2cos t, y 3sint, 0 t 2.

Solution: The vector eld f(x, y) xi + yj has a potential F(x, y):

F

x

x F(x, y)

1

2

x

2

+ g(y) , so

F

y

y g

(y) y g(y)

1

2

y

2

+K

4.2 Properties of Line Integrals 149

for any constant K, so F(x, y)

1

2

x

2

+

1

2

y

2

is a potential for f(x, y). Thus,

_

C

xdx+ ydy

_

C

f dr 0

by Corollary 4.6, since the curve C is closed (it is the ellipse

x

2

4

+

y

2

9

1).

Exercises

A

1. Evaluate

_

C

(x

2

+ y

2

) dx+2xydy for C : x cos t, y sint, 0 t 2.

2. Evaluate

_

C

(x

2

+ y

2

) dx+2xydy for C : x cos t, y sint, 0 t .

3. Is there a potential F(x, y) for f(x, y) yi xj? If so, nd one.

4. Is there a potential F(x, y) for f(x, y) xi yj? If so, nd one.

5. Is there a potential F(x, y) for f(x, y) xy

2

i +x

3

yj? If so, nd one.

B

6. Let f(x, y) and g(x, y) be vector elds, let a and b be constants, and let C be a curve in R

2

.

Show that

_

C

(af bg) dr a

_

C

f dr b

_

C

g dr .

7. Let C be a curve whose arc length is L. Show that

_

C

1ds L.

8. Let f (x, y) and g(x, y) be continuously differentiable real-valued functions in a region R.

Show that

_

C

f g dr

_

C

gf dr

for any closed curve C in R. (Hint: Use Exercise 21 in Section 2.4.)

9. Let f(x, y)

y

x

2

+y

2

i +

x

x

2

+y

2

j for all (x, y) /(0, 0), and C : x cos t, y sint, 0 t 2.

(a) Show that f F, for F(x, y) tan

1

(y/x).

(b) Show that

_

C

f dr 2. Does this contradict Corollary 4.6? Explain.

C

10. Let g(x) and h(y) be differentiable functions, and let f(x, y) h(y) i + g(x) j. Can f have a

potential F(x, y)? If so, nd it. You may assume that F would be smooth. (Hint: Consider

the mixed partial derivatives of F.)

150 CHAPTER 4. LINE AND SURFACE INTEGRALS

4.3 Greens Theorem

We will now see a way of evaluating the line integral of a smooth vector eld around a

simple closed curve. A vector eld f(x, y) P(x, y) i +Q(x, y) j is smooth if its component

functions P(x, y) and Q(x, y) are smooth. We will use Greens Theorem (sometimes called

Greens Theorem in the plane) to relate the line integral around a closed curve with a double

integral over the region inside the curve:

Theorem 4.7. (Greens Theorem) Let R be a region in R

2

whose boundary is a simple

closed curve C which is piecewise smooth. Let f(x, y) P(x, y) i +Q(x, y) j be a smooth vector

eld dened on both R and C. Then

_

C

f dr

R

_

Q

x

P

y

_

dA , (4.21)

where C is traversed so that R is always on the left side of C.

Proof: We will prove the theorem in the case for a simple region R, that is, where the

boundary curve C can be written as C C

1

C

2

in two distinct ways:

C

1

the curve y y

1

(x) from the point X

1

to the point X

2

(4.22)

C

2

the curve y y

2

(x) from the point X

2

to the point X

1

, (4.23)

where X

1

and X

2

are the points on C farthest to the left and right, respectively; and

C

1

the curve x x

1

(y) from the point Y

2

to the point Y

1

(4.24)

C

2

the curve x x

2

(y) from the point Y

1

to the point Y

2

, (4.25)

where Y

1

and Y

2

are the lowest and highest points, respectively, on C. See Figure 4.3.1.

a b

x

y

>

y y

2

(x)

y y

1

(x)

x x

2

(y)

x x

1

(y)

Y

2

Y

1

X

2

X

1 R

C

d

c

Figure 4.3.1

Integrate P(x, y) around C using the representation C C

1

C

2

given by (4.23) and (4.24).

4.3 Greens Theorem 151

Since y y

1

(x) along C

1

(as x goes from a to b) and y y

2

(x) along C

2

(as x goes from b to

a), as we see from Figure 4.3.1, then we have

_

C

P(x, y) dx

_

C

1

P(x, y) dx +

_

C

2

P(x, y) dx

_

b

a

P(x, y

1

(x)) dx +

_

a

b

P(x, y

2

(x)) dx

_

b

a

P(x, y

1

(x)) dx

_

b

a

P(x, y

2

(x)) dx

_

b

a

(P(x, y

2

(x)) P(x, y

1

(x))) dx

_

b

a

_

P(x, y)

yy

2

(x)

yy

1

(x)

_

dx

_

b

a

_

y

2

(x)

y

1

(x)

P(x, y)

y

dydx (by the Fundamental Theorem of Calculus)

R

P

y

dA .

Likewise, integrate Q(x, y) around C using the representation C C

1

C

2

given by (4.25)

and (4.26). Since x x

1

(y) along C

1

(as y goes from d to c) and x x

2

(y) along C

2

(as y goes

from c to d), as we see from Figure 4.3.1, then we have

_

C

Q(x, y) dy

_

C

1

Q(x, y) dy +

_

C

2

Q(x, y) dy

_

c

d

Q(x

1

(y), y) dy +

_

d

c

Q(x

2

(y), y) dy

_

d

c

Q(x

1

(y), y) dy +

_

d

c

Q(x

2

(y), y) dy

_

d

c

(Q(x

2

(y), y) Q(x

1

(y), y)) dy

_

d

c

_

Q(x, y)

xx

2

(y)

xx

1

(y)

_

dy

_

d

c

_

x

2

(y)

x

1

(y)

Q(x, y)

x

dxdy (by the Fundamental Theorem of Calculus)

R

Q

x

dA , and so

152 CHAPTER 4. LINE AND SURFACE INTEGRALS

_

C

f dr

_

C

P(x, y) dx+

_

C

Q(x, y) dy

R

P

y

dA+

R

Q

x

dA

R

_

Q

x

P

y

_

dA .

QED

Though we proved Greens Theorem only for a simple region R, the theorem can also be

proved for more general regions (say, a union of simple regions).

2

Example 4.7. Evaluate

_

C

(x

2

+y

2

) dx+2xydy, where C is the boundary (traversed counter-

clockwise) of the region R { (x, y) : 0 x 1, 2x

2

y 2x}.

x

y

0

(1, 2)

2

1

C

Figure 4.3.2

Solution: R is the shaded region in Figure 4.3.2. By Greens Theorem, for

P(x, y) x

2

+ y

2

and Q(x, y) 2xy, we have

_

C

(x

2

+ y

2

) dx+2xydy

R

_

Q

x

P

y

_

dA

R

(2y2y) dA

R

0dA 0 .

We actually already knew that the answer was zero. Recall from Example 4.5 in Section

4.2 that the vector eld f(x, y) (x

2

+ y

2

) i +2xyj has a potential function F(x, y)

1

3

x

3

+xy

2

,

and so

_

C

f dr 0 by Corollary 4.6.

Example 4.8. Let f(x, y) P(x, y) i +Q(x, y) j, where

P(x, y)

y

x

2

+ y

2

and Q(x, y)

x

x

2

+ y

2

,

and let R { (x, y) : 0 < x

2

+ y

2

1}. For the boundary curve C : x

2

+ y

2

1, traversed counter-

clockwise, it was shown in Exercise 9(b) in Section 4.2 that

_

C

f dr 2. But

Q

x

y

2

x

2

(x

2

+ y

2

)

2

P

y

R

_

Q

x

P

y

_

dA

R

0dA 0 .

This would seem to contradict Greens Theorem. However, note that R is not the entire

region enclosed by C, since the point (0, 0) is not contained in R. That is, R has a hole at

the origin, so Greens Theorem does not apply.

2

See TAYLOR and MANN, 15.31 for a discussion of some of the difculties involved when the boundary curve

is complicated.

4.3 Greens Theorem 153

x

y

0

C

1

C

2

1

1

1/2

1/2

R

>

If we modify the region R to be the annulus R

{ (x, y) : 1/4 x

2

+ y

2

1} (see Figure 4.3.3), and take

the boundary C of R to be C C

1

C

2

, where C

1

is

the unit circle x

2

+ y

2

1 traversed counterclockwise

and C

2

is the circle x

2

+ y

2

1/4 traversed clockwise,

then it can be shown (see Exercise 8) that

_

C

f dr 0 .

We would still have

R

_

Q

x

P

y

_

dA 0, so for this R

we would have

_

C

f dr

R

_

Q

x

P

y

_

dA ,

which shows that Greens Theorem holds for the annular region R.

It turns out that Greens Theorem can be extended to multiply connected regions, that is,

regions like the annulus in Example 4.8, which have one or more regions cut out from the

interior, as opposed to discrete points being cut out. For such regions, the outer boundary

and the inner boundaries are traversed so that R is always on the left side.

C

1

C

2

R

1

R

2

>

>

(a) Region R with one hole

C

1

C

2

C

3

R

1

R

2

> >

>

(b) Region R with two holes

Figure 4.3.4 Multiply connected regions

The intuitive idea for why Greens Theorem holds for multiply connected regions is shown

in Figure 4.3.4 above. The idea is to cut slits between the boundaries of a multiply con-

nected region R so that R is divided into subregions which do not have any holes. For

example, in Figure 4.3.4(a) the region R is the union of the regions R

1

and R

2

, which are

divided by the slits indicated by the dashed lines. Those slits are part of the boundary of

both R

1

and R

2

, and we traverse then in the manner indicated by the arrows. Notice that

along each slit the boundary of R

1

is traversed in the opposite direction as that of R

2

, which

154 CHAPTER 4. LINE AND SURFACE INTEGRALS

means that the line integrals of f along those slits cancel each other out. Since R

1

and R

2

do

not have holes in them, then Greens Theorem holds in each subregion, so that

_

bdy

of R

1

f dr

R

1

_

Q

x

P

y

_

dA and

_

bdy

of R

2

f dr

R

2

_

Q

x

P

y

_

dA .

But since the line integrals along the slits cancel out, we have

_

C

1

C

2

f dr

_

bdy

of R

1

f dr +

_

bdy

of R

2

f dr ,

and so

_

C

1

C

2

f dr

R

1

_

Q

x

P

y

_

dA +

R

2

_

Q

x

P

y

_

dA

R

_

Q

x

P

y

_

dA ,

which shows that Greens Theorem holds in the region R. A similar argument shows that

the theorem holds in the region with two holes shown in Figure 4.3.4(b).

We know from Corollary 4.6 that when a smooth vector eld f(x, y) P(x, y) i +Q(x, y) j on

a region R (whose boundary is a piecewise smooth, simple closed curve C) has a potential in

R, then

_

C

f dr 0. And if the potential F(x, y) is smooth in R, then

F

x

P and

F

y

Q, and

so we know that

2

F

yx

2

F

xy

P

y

Q

x

in R.

Conversely, if

P

y

Q

x

in R then

_

C

f dr

R

_

Q

x

P

y

_

dA

R

0dA 0 .

For a simply connected region R (i.e. a region with no holes), the following can be shown:

The following statements are equivalent for a simply connected region R in R

2

:

(a) f(x, y) P(x, y) i +Q(x, y) j has a smooth potential F(x, y) in R

(b)

_

C

f dr is independent of the path for any curve C in R

(c)

_

C

f dr 0 for every simple closed curve C in R

(d)

P

y

Q

x

in R (in this case, the differential form P dx+Qdy is exact)

4.3 Greens Theorem 155

Exercises

A

For Exercises 1-4, use Greens Theorem to evaluate the given line integral around the curve

C, traversed counterclockwise.

1.

_

C

(x

2

y

2

) dx+2xydy; C is the boundary of R { (x, y) : 0 x 1, 2x

2

y 2x}

2.

_

C

x

2

ydx+2xydy; C is the boundary of R { (x, y) : 0 x 1, x

2

y x}

3.

_

C

2ydx3xdy; C is the circle x

2

+ y

2

1

4.

_

C

(e

x

2

+ y

2

) dx +(e

y

2

+x

2

) dy; C is the boundary of the triangle with vertices (0, 0), (4, 0)

and (0, 4)

5. Is there a potential F(x, y) for f(x, y) (y

2

+3x

2

) i +2xyj? If so, nd one.

6. Is there a potential F(x, y) for f(x, y) (x

3

cos(xy) +2xsin(xy)) i +x

2

ycos(xy) j? If so, nd

one.

7. Is there a potential F(x, y) for f(x, y) (8xy+3) i +4(x

2

+ y) j? If so, nd one.

8. Show that for any constants a, b and any closed simple curve C,

_

C

adx+bdy 0.

B

9. For the vector eld f as in Example 4.8, show directly that

_

C

f dr 0, where C is the

boundary of the annulus R { (x, y) : 1/4 x

2

+ y

2

1} traversed so that R is always on

the left.

10. Evaluate

_

C

e

x

sin ydx+(y

3

+e

x

cos y) dy, where C is the boundary of the rectangle with

vertices (1, 1), (1, 1), (1, 1) and (1, 1), traversed counterclockwise.

C

11. For a region R bounded by a simple closed curve C, show that the area A of R is

A

_

C

ydx

_

C

xdy

1

2

_

C

xdy ydx ,

where C is traversed so that R is always on the left. (Hint: Use Greens Theorem and the

fact that A

R

1dA.)

156 CHAPTER 4. LINE AND SURFACE INTEGRALS

4.4 Surface Integrals and the Divergence Theorem

In Section 4.1 we learned how to integrate along a curve. We will now learn how to perform

integration over a surface in R

3

, such as a sphere or a paraboloid. Recall from Section 1.8

how we identied points (x, y, z) on a curve C in R

3

, parametrized by x x(t), y y(t), z z(t),

a t b, with the terminal points of the position vector

r(t) x(t)i + y(t)j +z(t)k for t in [a, b].

The idea behind a parametrization of a curve is that it transforms a subset of R

1

(nor-

mally an interval [a, b]) into a curve in R

2

or R

3

(see Figure 4.4.1).

a t b

R

1

y

z

x

0

(x(a), y(a), z(a))

(x(t), y(t), z(t))

(x(b), y(b), z(b))

r(t)

C

x x(t)

y y(t)

z z(t)

Figure 4.4.1 Parametrization of a curve C in R

3

Similar to how we used a parametrization of a curve to dene the line integral along the

curve, we will use a parametrization of a surface to dene a surface integral. We will use

two variables, u and v, to parametrize a surface in R

3

: x x(u, v), y y(u, v), z z(u, v),

for (u, v) in some region R in R

2

(see Figure 4.4.2).

u

v

R

R

2

(u, v)

y

z

x

0

r(u, v)

x x(u, v)

y y(u, v)

z z(u, v)

Figure 4.4.2 Parametrization of a surface in R

3

In this case, the position vector of a point on the surface is given by the vector-valued

function

r(u, v) x(u, v)i + y(u, v)j + z(u, v)k for (u, v) in R.

4.4 Surface Integrals and the Divergence Theorem 157

Since r(u, v) is a function of two variables, dene the partial derivatives

r

u

and

r

v

for

(u, v) in R by

r

u

(u, v)

x

u

(u, v)i +

y

u

(u, v)j +

z

u

(u, v)k , and

r

v

(u, v)

x

v

(u, v)i +

y

v

(u, v)j +

z

v

(u, v)k .

The parametrization of can be thought of as transforming a region in R

2

(in the uv-

plane) into a 2-dimensional surface in R

3

. This parametrization of the surface is sometimes

called a patch, based on the idea of patching the region R onto in the grid-like manner

shown in Figure 4.4.2.

In fact, those gridlines in R lead us to how we will dene a surface integral over . Along

the vertical gridlines in R, the variable u is constant. So those lines get mapped to curves on

, and the variable u is constant along the position vector r(u, v). Thus, the tangent vector

to those curves at a point (u, v) is

r

v

. Similarly, the horizontal gridlines in R get mapped to

curves on whose tangent vectors are

r

u

.

Now take a point (u, v) in R as, say, the lower left corner of one of the rectangular grid

sections in R, as shown in Figure 4.4.2. Suppose that this rectangle has a small width

and height of u and v, respectively. The corner points of that rectangle are (u, v), (u+

u, v), (u+u, v+v) and (u, v+v). So the area of that rectangle is A uv. Then that

rectangle gets mapped by the parametrization onto some section of the surface which,

for u and v small enough, will have a surface area (call it d) that is very close to the

area of the parallelogram which has adjacent sides r(u+u, v)r(u, v) (corresponding to the

line segment from (u, v) to (u +u, v) in R) and r(u, v +v) r(u, v) (corresponding to the

line segment from (u, v) to (u, v+v) in R). But by combining our usual notion of a partial

derivative (see Denition 2.3 in Section 2.2) with that of the derivative of a vector-valued

function (see Denition 1.12 in Section 1.8) applied to a function of two variables, we have

r

u

r(u+u, v) r(u, v)

u

, and

r

v

v

,

and so the surface area element d is approximately

_

_

(r(u+u, v) r(u, v)) (r(u, v+v) r(u, v))

_

_

_

_

_

_

(u

r

u

) (v

r

v

)

_

_

_

_

_

_

_

_

r

u

r

v

_

_

_

_

uv

by Theorem 1.13 in Section 1.4. Thus, the total surface area S of is approximately the sum

of all the quantities

_

_

r

u

r

v

_

_

uv, summed over the rectangles in R. Taking the limit of

that sum as the diagonal of the largest rectangle goes to 0 gives

S

R

_

_

_

_

r

u

r

v

_

_

_

_

dudv . (4.26)

158 CHAPTER 4. LINE AND SURFACE INTEGRALS

We will write the double integral on the right using the special notation

R

_

_

_

_

r

u

r

v

_

_

_

_

dudv . (4.27)

This is a special case of a surface integral over the surface , where the surface area element

d can be thought of as 1d. Replacing 1 by a general real-valued function f (x, y, z) dened

in R

3

, we have the following:

Denition 4.3. Let be a surface in R

3

parametrized by x x(u, v), y y(u, v),

z z(u, v), for (u, v) in some region R in R

2

. Let r(u, v) x(u, v)i + y(u, v)j +z(u, v)k be the

position vector for any point on , and let f (x, y, z) be a real-valued function dened on some

subset of R

3

that contains . The surface integral of f (x, y, z) over is

f (x, y, z) d

R

f (x(u, v), y(u, v), z(u, v))

_

_

_

_

r

u

r

v

_

_

_

_

dudv . (4.28)

In particular, the surface area S of is

S

1d . (4.29)

Example 4.9. A torus T is a surface obtained by revolving a circle of radius a in the yz-plane

around the z-axis, where the circles center is at a distance b from the z-axis (0 < a < b), as

in Figure 4.4.3. Find the surface area of T.

y

z

0

a

(yb)

2

+z

2

a

2

u

b

(a) Circle in the yz-plane

x

y

z

v

a

(x, y,z)

(b) Torus T

Figure 4.4.3

Solution: For any point on the circle, the line segment from the center of the circle to that

point makes an angle u with the y-axis in the positive y direction (see Figure 4.4.3(a)). And

as the circle revolves around the z-axis, the line segment from the origin to the center of that

4.4 Surface Integrals and the Divergence Theorem 159

circle sweeps out an angle v with the positive x-axis (see Figure 4.4.3(b)). Thus, the torus

can be parametrized as:

x (b+acosu) cosv , y (b+acosu) sinv , z asinu , 0 u 2 , 0 v 2

So for the position vector

r(u, v) x(u, v)i + y(u, v)j + z(u, v)k

(b+acosu) cosvi + (b+acosu) sinvj + asinuk

we see that

r

u

asinu cosvi asinu sinvj + acosuk

r

v

(b+acosu) sinvi + (b+acosu) cosvj + 0k ,

and so computing the cross product gives

r

u

r

v

a(b+acosu) cosv cosui a(b+acosu) sinv cosuj a(b+acos u) sinuk ,

which has magnitude

_

_

_

_

r

u

r

v

_

_

_

_

a(b+acos u) .

Thus, the surface area of T is

S

1d

_

2

0

_

2

0

_

_

_

_

r

u

r

v

_

_

_

_

dudv

_

2

0

_

2

0

a(b+acos u) dudv

_

2

0

_

abu+a

2

sinu

u2

u0

_

dv

_

2

0

2abdv

4

2

ab

Since

r

u

and

r

v

are tangent to the surface (i.e. lie in the tangent plane to at each point

on ), then their cross product

r

u

r

v

is perpendicular to the tangent plane to the surface

at each point of . Thus,

160 CHAPTER 4. LINE AND SURFACE INTEGRALS

f (x, y, z) d

R

f (x(u, v), y(u, v), z(u, v)) |n|d ,

where n

r

u

r

v

. We say that n is a normal vector to .

y

z

x

0

Figure 4.4.4

Recall that normal vectors to a plane can point in two opposite

directions. By an outward unit normal vector to a surface ,

we will mean the unit vector that is normal to and points away

from the top (or outer part) of the surface. This is a hazy

denition, but the picture in Figure 4.4.4 gives a better idea of

what outward normal vectors look like, in the case of a sphere.

With this idea in mind, we make the following denition of a

surface integral of a 3-dimensional vector eld over a surface:

Denition 4.4. Let be a surface in R

3

and let f(x, y, z) f

1

(x, y, z)i + f

2

(x, y, z)j + f

3

(x, y, z)k

be a vector eld dened on some subset of R

3

that contains . The surface integral of f

over is

f d

f nd , (4.30)

where, at any point on , n is the outward unit normal vector to .

Note in the above denition that the dot product inside the integral on the right is a

real-valued function, and hence we can use Denition 4.3 to evaluate the integral.

Example 4.10. Evaluate the surface integral

is the part of the plane x+y+z 1 with x 0, y 0, and z 0, with the outward unit normal

n pointing in the positive z direction (see Figure 4.4.5).

y

z

x

0

1

1

1

x+ y+z 1

n

Figure 4.4.5

Solution: Since the vector v (1, 1, 1) is normal to the plane x+ y+z 1

(why?), then dividing v by its length yields the outward unit normal

vector n

_

1

_

3

,

1

_

3

,

1

_

3

_

. We now need to parametrize . As we can see

from Figure 4.4.5, projecting onto the xy-plane yields a triangular

region R { (x, y) : 0 x 1, 0 y 1x}. Thus, using (u, v) instead of

(x, y), we see that

x u, y v, z 1(u+v), for 0 u 1, 0 v 1u

4.4 Surface Integrals and the Divergence Theorem 161

is a parametrization of over R (since z 1(x+ y) on ). So on ,

f n (yz, xz, xy)

_

1

_

3

,

1

_

3

,

1

_

3

_

1

_

3

(yz +xz +xy)

1

_

3

((x+ y)z +xy)

1

_

3

((u+v)(1(u+v)) +uv)

1

_

3

((u+v) (u+v)

2

+uv)

for (u, v) in R, and for r(u, v) x(u, v)i + y(u, v)j +z(u, v)k ui +vj +(1(u+v))k we have

r

u

r

v

(1, 0, 1) (0, 1, 1) (1, 1, 1)

_

_

_

_

r

u

r

v

_

_

_

_

_

3 .

Thus, integrating over R using vertical slices (e.g. as indicated by the dashed line in Figure

4.4.5) gives

f d

f nd

R

(f(x(u, v), y(u, v), z(u, v)) n)

_

_

_

_

r

u

r

v

_

_

_

_

dvdu

_

1

0

_

1u

0

1

_

3

((u+v) (u+v)

2

+uv)

_

3dvdu

_

1

0

_

(u+v)

2

2

(u+v)

3

3

+

uv

2

2

v1u

v0

_

du

_

1

0

_

1

6

+

u

2

3u

2

2

+

5u

3

6

_

du

u

6

+

u

2

4

u

3

2

+

5u

4

24

1

0

1

8

.

Computing surface integrals can often be tedious, especially when the formula for the

outward unit normal vector at each point of changes. The following theorem provides an

easier way in the case when is a closed surface, that is, when encloses a bounded

solid in R

3

. For example, spheres, cubes, and ellipsoids are closed surfaces, but planes and

paraboloids are not.

162 CHAPTER 4. LINE AND SURFACE INTEGRALS

Theorem 4.8. (Divergence Theorem) Let be a closed surface in R

3

which bounds a

solid S, and let f(x, y, z) f

1

(x, y, z)i + f

2

(x, y, z)j + f

3

(x, y, z)k be a vector eld dened on some

subset of R

3

that contains . Then

f d

S

div f dV , (4.31)

where

div f

f

1

x

+

f

2

y

+

f

3

z

(4.32)

is called the divergence of f.

The proof of the Divergence Theorem is very similar to the proof of Greens Theorem, i.e. it

is rst proved for the simple case when the solid S is bounded above by one surface, bounded

below by another surface, and bounded laterally by one or more surfaces. The proof can then

be extended to more general solids.

3

Example 4.11. Evaluate

x

2

+ y

2

+z

2

1.

Solution: We see that div f 1+1+1 3, so

f d

S

div f dV

S

3 dV

3

S

1 dV 3vol(S) 3

4(1)

3

3

4 .

In physical applications, the surface integral

through the surface . For example, if f represents the velocity eld of a uid, then the ux

is the net quantity of uid to ow through the surface per unit time. A positive ux means

there is a net ow out of the surface (i.e. in the direction of the outward unit normal vector

n), while a negative ux indicates a net ow inward (in the direction of n).

The term divergence comes from interpreting div f as a measure of how much a vector

eld diverges from a point. This is best seen by using another denition of div f which is

equivalent

4

to the denition given by formula (4.32). Namely, for a point (x, y, z) in R

3

,

div f(x, y, z) lim

V0

1

V

f d , (4.33)

3

See TAYLOR and MANN, 15.6 for the details.

4

See SCHEY, p. 36-39, for an intuitive discussion of this.

4.4 Surface Integrals and the Divergence Theorem 163

where V is the volume enclosed by a closed surface around the point (x, y, z). In the

limit, V 0 means that we take smaller and smaller closed surfaces around (x, y, z), which

means that the volumes they enclose are going to zero. It can be shown that this limit is

independent of the shapes of those surfaces. Notice that the limit being taken is of the

ratio of the ux through a surface to the volume enclosed by that surface, which gives a

rough measure of the ow leaving a point, as we mentioned. Vector elds which have zero

divergence are often called solenoidal elds.

The following theorem is a simple consequence of formula (4.33).

Theorem 4.9. If the ux of a vector eld f is zero through every closed surface containing a

given point, then div f 0 at that point.

Proof: By formula (4.33), at the given point (x, y, z) we have

div f(x, y, z) lim

V0

1

V

lim

V0

1

V

(0) by our assumption that the ux through each is zero, so

lim

V0

0

0 . QED

Lastly, we note that sometimes the notation

f (x, y, z) d and

f d

is used to denote surface integrals of scalar and vector elds, respectively, over closed sur-

faces. Especially in physics texts, it is common to see simply

_

instead of

.

Exercises

A

For Exercises 1-4, use the Divergence Theorem to evaluate the surface integral

f d of

the given vector eld f(x, y, z) over the surface .

1. f(x, y, z) xi +2yj +3zk, : x

2

+ y

2

+z

2

9

2. f(x, y, z) xi + yj +zk, : boundary of the solid cube S { (x, y, z) : 0 x, y, z 1}

3. f(x, y, z) x

3

i + y

3

j +z

3

k, : x

2

+ y

2

+z

2

1

4. f(x, y, z) 2i +3j +5k, : x

2

+ y

2

+z

2

1

164 CHAPTER 4. LINE AND SURFACE INTEGRALS

B

5. Show that the ux of any constant vector eld through any closed surface is zero.

6. Evaluate the surface integral from Exercise 2 without using the Divergence Theorem, i.e.

using only Denition 4.3, as in Example 4.10. Note that there will be a different outward

unit normal vector to each of the six faces of the cube.

7. Evaluate the surface integral

f d, where f(x, y, z) x

2

i +xyj +zk and is the part of

the plane 6x +3y +2z 6 with x 0, y 0, and z 0, with the outward unit normal n

pointing in the positive z direction.

8. Use a surface integral to show that the surface area of a sphere of radius r is 4r

2

. (Hint:

Use spherical coordinates to parametrize the sphere.)

9. Use a surface integral to show that the surface area of a right circular cone of radius R

and height h is R

_

h

2

+R

2

. (Hint: Use the parametrization x r cos, y r sin, z

h

R

r,

for 0 r R and 0 2.)

10. The ellipsoid

x

2

a

2

+

y

2

b

2

+

z

2

c

2

1 can be parametrized using ellipsoidal coordinates

x asin cos , y bsin sin , z ccos , for 0 2 and 0 .

Show that the surface area S of the ellipsoid is

S

_

0

_

2

0

sin

_

a

2

b

2

cos

2

+c

2

(a

2

sin

2

+b

2

cos

2

) sin

2

d d .

(Note: The above double integral can not be evaluated by elementary means. For specic

values of a, b and c it can be evaluated using numerical methods. An alternative is to

express the surface area in terms of elliptic integrals.

5

)

C

11. Use Denition 4.3 to prove that the surface area S over a region R in R

2

of a surface

z f (x, y) is given by the formula

S

R

_

1+

_

f

x

_

2

+

_

f

y

_

2

dA .

(Hint: Think of the parametrization of the surface.)

5

BOWMAN, F., Introduction to Elliptic Functions, with Applications, New York: Dover, 1961, III.7.

4.5 Stokes Theorem 165

4.5 Stokes Theorem

So far the only types of line integrals which we have discussed are those along curves in R

2

.

But the denitions and properties which were covered in Sections 4.1 and 4.2 can easily be

extended to include functions of three variables, so that we can now discuss line integrals

along curves in R

3

.

Denition 4.5. For a real-valued function f (x, y, z) and a curve C in R

3

, parametrized by

x x(t), y y(t), z z(t), a t b, the line integral of f (x, y, z) along C with respect to

arc length s is

_

C

f (x, y, z) ds

_

b

a

f (x(t), y(t), z(t))

_

x

(t)

2

+ y

(t)

2

+z

(t)

2

dt . (4.34)

The line integral of f (x, y, z) along C with respect to x is

_

C

f (x, y, z) dx

_

b

a

f (x(t), y(t), z(t)) x

(t) dt . (4.35)

The line integral of f (x, y, z) along C with respect to y is

_

C

f (x, y, z) dy

_

b

a

f (x(t), y(t), z(t)) y

(t) dt . (4.36)

The line integral of f (x, y, z) along C with respect to z is

_

C

f (x, y, z) dz

_

b

a

f (x(t), y(t), z(t)) z

(t) dt . (4.37)

Similar to the two-variable case, if f (x, y, z) 0 then the line integral

_

C

f (x, y, z) ds can be

thought of as the total area of the picket fence of height f (x, y, z) at each point along the

curve C in R

3

.

Vector elds in R

3

are dened in a similar fashion to those in R

2

, which allows us to dene

the line integral of a vector eld along a curve in R

3

.

Denition 4.6. For a vector eld f(x, y, z) P(x, y, z) i+Q(x, y, z) j+R(x, y, z) k and a curve C

in R

3

with a smooth parametrization x x(t), y y(t), z z(t), a t b, the line integral

of f along C is

_

C

f dr

_

C

P(x, y, z) dx +

_

C

Q(x, y, z) dy +

_

C

R(x, y, z) dz (4.38)

_

b

a

f(x(t), y(t), z(t)) r

(t) dt , (4.39)

where r(t) x(t) i + y(t) j +z(t) k is the position vector for points on C.

166 CHAPTER 4. LINE AND SURFACE INTEGRALS

Similar to the two-variable case, if f(x, y, z) represents the force applied to an object at a

point (x, y, z) then the line integral

_

C

f dr represents the work done by that force in moving

the object along the curve C in R

3

.

Some of the most important results we will need for line integrals in R

3

are stated below

without proof (the proofs are similar to their two-variable equivalents).

Theorem 4.10. For a vector eld f(x, y, z) P(x, y, z) i +Q(x, y, z) j +R(x, y, z) k and a curve

C with a smooth parametrization x x(t), y y(t), z z(t), a t b and position vector

r(t) x(t) i + y(t) j +z(t) k,

_

C

f dr

_

C

f Tds , (4.40)

where T(t)

r

(t)

|r

(t)|

is the unit tangent vector to C at (x(t), y(t), z(t)).

Theorem 4.11. (Chain Rule) If w f (x, y, z) is a continuously differentiable function of

x, y, and z, and x x(t), y y(t) and z z(t) are differentiable functions of t, then w is a

differentiable function of t, and

dw

dt

w

x

dx

dt

+

w

y

dy

dt

+

w

z

dz

dt

. (4.41)

Also, if x x(t

1

, t

2

), y y(t

1

, t

2

) and z z(t

1

, t

2

) are continuously differentiable function of

(t

1

, t

2

), then

6

w

t

1

w

x

x

t

1

+

w

y

y

t

1

+

w

z

z

t

1

(4.42)

and

w

t

2

w

x

x

t

2

+

w

y

y

t

2

+

w

z

z

t

2

. (4.43)

Theorem 4.12. Let f(x, y, z) P(x, y, z) i +Q(x, y, z) j +R(x, y, z) k be a vector eld in some

solid S, with P, Q and R continuously differentiable functions on S. Let C be a smooth

curve in S parametrized by x x(t), y y(t), z z(t), a t b. Suppose that there is a

real-valued function F(x, y, z) such that F f on S. Then

_

C

f dr F(B) F(A) , (4.44)

where A (x(a), y(a), z(a)) and B(x(b), y(b), z(b)) are the endpoints of C.

Corollary 4.13. If a vector eld f has a potential in a solid S, then

_

C

f dr 0 for any closed

curve C in S (i.e.

_

C

F dr 0 for any real-valued function F(x, y, z)).

6

See TAYLOR and MANN, 6.5 for a proof.

4.5 Stokes Theorem 167

Example 4.12. Let f (x, y, z) z and let C be the curve in R

3

parametrized by

x t sint , y t cos t , z t , 0 t 8 .

Evaluate

_

C

f (x, y, z) ds. (Note: C is called a conical helix. See Figure 4.5.1).

Solution: Since x

(t) 1, we have

x

(t)

2

+ y

(t)

2

+z

(t)

2

(sin

2

t +2t sint cos t +t

2

cos

2

t) +(cos

2

t 2t sint cos t +t

2

sin

2

t) +1

t

2

(sin

2

t +cos

2

t) +sin

2

t +cos

2

t +1

t

2

+2 ,

so since f (x(t), y(t), z(t)) z(t) t along the curve C, then

_

C

f (x, y, z) ds

_

8

0

f (x(t), y(t), z(t))

_

x

(t)

2

+ y

(t)

2

+z

(t)

2

dt

_

8

0

t

_

t

2

+2 dt

_

1

3

(t

2

+2)

3/2

_

8

0

1

3

_

(64

2

+2)

3/2

2

_

2

_

.

-25

-20

-15

-10

-5

0

5

10

15

20

25

-25

-20

-15

-10

-5

0

5

10

15

20

25

30

0

5

10

15

20

25

30

z

t 0

t 8

x

y

z

Figure 4.5.1 Conical helix C

Example 4.13. Let f(x, y, z) xi + yj +2zk be a vector eld in R

3

. Using the same curve C

from Example 4.12, evaluate

_

C

f dr.

Solution: It is easy to see that F(x, y, z)

x

2

2

+

y

2

2

+z

2

is a potential for f(x, y, z) (i.e. F f).

168 CHAPTER 4. LINE AND SURFACE INTEGRALS

So by Theorem 4.12 we know that

_

C

f dr F(B) F(A) , where A (x(0), y(0), z(0)) and B(x(8), y(8), z(8)), so

F(8sin8, 8cos8, 8) F(0sin0, 0cos0, 0)

F(0, 8, 8) F(0, 0, 0)

0+

(8)

2

2

+(8)

2

(0+0+0) 96

2

.

We will now discuss a generalization of Greens Theorem in R

2

to orientable surfaces in

R

3

, called Stokes Theorem. A surface in R

3

is orientable if there is a continuous vector

eld Nin R

3

such that Nis nonzero and normal to (i.e. perpendicular to the tangent plane)

at each point of . We say that such an N is a normal vector eld.

y

z

x

0

N

N

Figure 4.5.2

For example, the unit sphere x

2

+y

2

+z

2

1 is orientable, since the

continuous vector eld N(x, y, z) xi+yj+zk is nonzero and normal

to the sphere at each point. In fact, N(x, y, z) is another normal

vector eld (see Figure 4.5.2). We see in this case that N(x, y, z) is

what we have called an outward normal vector, and N(x, y, z) is an

inward normal vector. These outward and inward normal vec-

tor elds on the sphere correspond to an outer and inner side,

respectively, of the sphere. That is, we say that the sphere is a two-

sided surface. Roughly, two-sided means orientable. Other ex-

amples of two-sided, and hence orientable, surfaces are cylinders,

paraboloids, ellipsoids, and planes.

You may be wondering what kind of surface would not have two sides. An example is the

Mbius strip, which is constructed by taking a thin rectangle and connecting its ends at

the opposite corners, resulting in a twisted strip (see Figure 4.5.3).

A

B A

B

A

Figure 4.5.3 Mbius strip

If you imagine walking along a line down the center of the Mbius strip, as in Figure

4.5.3(b), then you arrive back at the same place from which you started but upside down!

That is, your orientation changed even though your motion was continuous along that center

4.5 Stokes Theorem 169

line. Informally, thinking of your vertical direction as a normal vector eld along the strip,

there is a discontinuity at your starting point (and, in fact, at every point) since your vertical

direction takes two different values there. The Mbius strip has only one side, and hence is

nonorientable.

7

For an orientable surface which has a boundary curve C, pick a unit normal vector n

such that if you walked along C with your head pointing in the direction of n, then the

surface would be on your left. We say in this situation that n is a positive unit normal vector

and that C is traversed n-positively. We can now state Stokes Theorem:

Theorem 4.14. (Stokes Theorem) Let be an orientable surface in R

3

whose boundary

is a simple closed curve C, and let f(x, y, z) P(x, y, z)i +Q(x, y, z)j +R(x, y, z)k be a smooth

vector eld dened on some subset of R

3

that contains . Then

_

C

f dr

(curl f) nd , (4.45)

where

curl f

_

R

y

Q

z

_

i +

_

P

z

R

x

_

j +

_

Q

x

P

y

_

k , (4.46)

n is a positive unit normal vector over , and C is traversed n-positively.

Proof: As the general case is beyond the scope of this text, we will prove the theorem only

for the special case where is the graph of z z(x, y) for some smooth real-valued function

z(x, y), with (x, y) varying over a region D in R

2

.

y

z

x

0

n

(x, y)

D

C

D

C

: z z(x, y)

Figure 4.5.4

Projecting onto the xy-plane, we see that the closed

curve C (the boundary curve of ) projects onto a closed

curve C

D

which is the boundary curve of D (see Fig-

ure 4.5.4). Assuming that C has a smooth parametriza-

tion, its projection C

D

in the xy-plane also has a smooth

parametrization, say

C

D

: x x(t) , y y(t) , a t b ,

and so C can be parametrized (in R

3

) as

C : x x(t) , y y(t) , z z(x(t), y(t)) , a t b ,

since the curve C is part of the surface z z(x, y). Now, by the Chain Rule (Theorem 4.4 in

Section 4.2), for z z(x(t), y(t)) as a function of t, we know that

z

(t)

z

x

x

(t) +

z

y

y

(t) ,

7

For further discussion of orientability, see ONEILL, IV.7.

170 CHAPTER 4. LINE AND SURFACE INTEGRALS

and so

_

C

f dr

_

C

P(x, y, z) dx+Q(x, y, z) dy+R(x, y, z) dz

_

b

a

_

P x

(t) +Q y

(t) +R

_

z

x

x

(t) +

z

y

y

(t)

__

dt

_

b

a

__

P +R

z

x

_

x

(t) +

_

Q+R

z

y

_

y

(t)

_

dt

_

C

D

P(x, y) dx+

Q(x, y) dy ,

where

z

x

(x, y) , and

z

y

(x, y)

for (x, y) in D. Thus, by Greens Theorem applied to the region D, we have

_

C

f dr

D

_

Q

x

P

y

_

dA . (4.47)

Thus,

Q

x

x

_

Q(x, y, z(x, y)) +R(x, y, z(x, y))

z

y

(x, y)

_

, so by the Product Rule we get

x

(Q(x, y, z(x, y))) +

_

x

R(x, y, z(x, y))

_

z

y

(x, y) +R(x, y, z(x, y))

x

_

z

y

(x, y)

_

.

Now, by formula (4.42) in Theorem 4.11, we have

x

(Q(x, y, z(x, y)))

Q

x

x

x

+

Q

y

y

x

+

Q

z

z

x

Q

x

1 +

Q

y

0 +

Q

z

z

x

Q

x

+

Q

z

z

x

.

Similarly,

x

(R(x, y, z(x, y)))

R

x

+

R

z

z

x

.

4.5 Stokes Theorem 171

Thus,

Q

x

Q

x

+

Q

z

z

x

+

_

R

x

+

R

z

z

x

_

z

y

+ R(x, y, z(x, y))

2

z

xy

Q

x

+

Q

z

z

x

+

R

x

z

y

+

R

z

z

x

z

y

+ R

2

z

xy

.

In a similar fashion, we can calculate

P

y

P

y

+

P

z

z

y

+

R

y

z

x

+

R

z

z

y

z

x

+ R

2

z

yx

.

So subtracting gives

Q

x

P

y

_

Q

z

R

y

_

z

x

+

_

R

x

P

z

_

z

y

+

_

Q

x

P

y

_

(4.48)

since

2

z

xy

2

z

yx

by the smoothness of z z(x, y). Hence, by equation (4.47),

_

C

f dr

D

_

_

R

y

Q

z

_

z

x

_

P

z

R

x

_

z

y

+

_

Q

x

P

y

__

dA (4.49)

after factoring out a 1 from the terms in the rst two products in equation (4.48).

Now, recall from Section 2.3 (see p.76) that the vector N

z

x

i

z

y

j +k is normal to the

tangent plane to the surface z z(x, y) at each point of . Thus,

n

N

_

_

N

_

_

z

x

i

z

y

j +k

_

1+

_

z

x

_

2

+

_

z

y

_

2

is in fact a positive unit normal vector to (see Figure 4.5.4). Hence, using the parametriza-

tion r(x, y) xi + yj + z(x, y) k, for (x, y) in D, of the surface , we have

r

x

i +

z

x

k and

r

y

j +

z

y

k, and so

_

_

r

x

r

y

_

_

_

1+

_

z

x

_

2

+

_

z

y

_

2

. So we see that using formula (4.46) for

curl f, we have

(curl f) nd

D

(curl f) n

_

_

_

_

r

x

r

y

_

_

_

_

dA

D

__

R

y

Q

z

_

i +

_

P

z

R

x

_

j +

_

Q

x

P

y

_

k

_

z

x

i

z

y

j +k

_

dA

D

_

_

R

y

Q

z

_

z

x

_

P

z

R

x

_

z

y

+

_

Q

x

P

y

__

dA ,

which, upon comparing to equation (4.49), proves the Theorem. QED

172 CHAPTER 4. LINE AND SURFACE INTEGRALS

Note: The condition in Stokes Theorem that the surface have a (continuously vary-

ing) positive unit normal vector n and a boundary curve C traversed n-positively can be

expressed more precisely as follows: if r(t) is the position vector for C and T(t) r

(t)/|r

(t)|

is the unit tangent vector to C, then the vectors T, n, Tn form a right-handed system.

Also, it should be noted that Stokes Theorem holds even when the boundary curve C is

piecewise smooth.

Example 4.14. Verify Stokes Theorem for f(x, y, z) zi +xj + yk when is the paraboloid

z x

2

+ y

2

such that z 1 (see Figure 4.5.5).

y

z

x

0

n

C

1

Figure 4.5.5 z x

2

+ y

2

Solution: The positive unit normal vector to the surface

z z(x, y) x

2

+ y

2

is

n

z

x

i

z

y

j +k

_

1+

_

z

x

_

2

+

_

z

y

_

2

2xi 2yj +k

_

1+4x

2

+4y

2

,

and curl f (10) i +(10) j +(10) ki +j +k, so

(curl f) n (2x2y+1)/

_

1+4x

2

+4y

2

.

Since can be parametrized as r(x, y) xi + yj +(x

2

+ y

2

) k for

(x, y) in the region D { (x, y) : x

2

+ y

2

1}, then

(curl f) nd

D

(curl f) n

_

_

_

_

r

x

r

y

_

_

_

_

dA

D

2x2y+1

_

1+4x

2

+4y

2

_

1+4x

2

+4y

2

dA

D

(2x2y+1) dA , so switching to polar coordinates gives

_

2

0

_

1

0

(2r cos 2r sin +1)r dr d

_

2

0

_

1

0

(2r

2

cos 2r

2

sin +r) dr d

_

2

0

_

2r

3

3

cos

2r

3

3

sin +

r

2

2

r1

r0

_

d

_

2

0

_

2

3

cos

2

3

sin +

1

2

_

d

2

3

sin +

2

3

cos +

1

2

2

0

.

4.5 Stokes Theorem 173

The boundary curve C is the unit circle x

2

+ y

2

1 laying in the plane z 1 (see Figure

4.5.5), which can be parametrized as x cos t, y sint, z 1 for 0 t 2. So

_

C

f dr

_

2

0

((1)(sint) +(cos t)(cos t) +(sint)(0)) dt

_

2

0

_

sint +

1+cos2t

2

_

dt

_

here we used cos

2

t

1+cos2t

2

_

cos t +

t

2

+

sin2t

4

2

0

.

So we see that

_

C

f dr

The line integral in the preceding example was far simpler to calculate than the surface

integral, but this will not always be the case.

Example 4.15. Let be the elliptic paraboloid z

x

2

4

+

y

2

9

for z 1, and let C be its boundary

curve. Calculate

_

C

f dr for f(x, y, z) (9xz +2y)i +(2x + y

2

)j +(2y

2

+2z)k, where C is

traversed counterclockwise.

Solution: The surface is similar to the one in Example 4.14, except nowthe boundary curve C

is the ellipse

x

2

4

+

y

2

9

1 laying in the plane z 1. In this case, using Stokes Theorem is easier

than computing the line integral directly. As in Example 4.14, at each point (x, y, z(x, y)) on

the surface z z(x, y)

x

2

4

+

y

2

9

the vector

n

z

x

i

z

y

j +k

_

1+

_

z

x

_

2

+

_

z

y

_

2

x

2

i

2y

9

j +k

_

1+

x

2

4

+

4y

2

9

,

is a positive unit normal vector to . And calculating the curl of f gives

curl f (4y0)i + (9x0)j + (22)k 4yi + 9xj + 0k ,

so

(curl f) n

(4y)(

x

2

) +(9x)(

2y

9

) +(0)(1)

_

1+

x

2

4

+

4y

2

9

2xy2xy+0

_

1+

x

2

4

+

4y

2

9

0 ,

and so by Stokes Theorem

_

C

f dr

(curl f) nd

0d 0 .

174 CHAPTER 4. LINE AND SURFACE INTEGRALS

In physical applications, for a simple closed curve C the line integral

_

C

fdr is often called

the circulation of f around C. For example, if E represents the electrostatic eld due to a

point charge, then it turns out

8

that curl E0, which means that the circulation

_

C

E dr 0

by Stokes Theorem. Vector elds which have zero curl are often called irrotational elds.

In fact, the term curl was created by the 19

th

century Scottish physicist James Clerk

Maxwell in his study of electromagnetism, where it is used extensively. In physics, the

curl is interpreted as a measure of circulation density. This is best seen by using another

denition of curl f which is equivalent

9

to the denition given by formula (4.46). Namely, for

a point (x, y, z) in R

3

,

n (curl f)(x, y, z) lim

S0

1

S

_

C

f dr , (4.50)

where S is the surface area of a surface containing the point (x, y, z) and with a simple

closed boundary curve C and positive unit normal vector n at (x, y, z). In the limit, think of

the curve C shrinking to the point (x, y, z), which causes , the surface it bounds, to have

smaller and smaller surface area. That ratio of circulation to surface area in the limit is

what makes the curl a rough measure of circulation density (i.e. circulation per unit area).

x

y

0

f

Figure 4.5.6 Curl and rotation

An idea of how the curl of a vector eld is

related to rotation is shown in Figure 4.5.6.

Suppose we have a vector eld f(x, y, z) which

is always parallel to the xy-plane at each

point (x, y, z) and that the vectors growlarger

the further the point (x, y, z) is from the y-

axis. For example, f(x, y, z) (1+x

2

) j. Think

of the vector eld as representing the ow

of water, and imagine dropping two wheels

with paddles into that water ow, as in Fig-

ure 4.5.6. Since the ow is stronger (i.e. the

magnitude of f is larger) as you move away

from the y-axis, then such a wheel would ro-

tate counterclockwise if it were dropped to

the right of the y-axis, and it would rotate

clockwise if it were dropped to the left of the y-axis. In both cases the curl would be nonzero

(curl f(x, y, z) 2xk in our example) and would obey the right-hand rule, that is, curl f(x, y, z)

points in the direction of your thumb as you cup your right hand in the direction of the rota-

tion of the wheel. So the curl points outward (in the positive z-direction) if x >0 and points

inward (in the negative z-direction) if x < 0. Notice that if all the vectors had the same di-

rection and the same magnitude, then the wheels would not rotate and hence there would

be no curl (which is why such elds are called irrotational, meaning no rotation).

8

See Ch. 2 in REITZ, MILFORD and CHRISTY.

9

See SCHEY, p. 78-81, for the derivation.

4.5 Stokes Theorem 175

Finally, by Stokes Theorem, we know that if C is a simple closed curve in some solid

region S in R

3

and if f(x, y, z) is a smooth vector eld such that curl f 0 in S, then

_

C

f dr

(curl f) nd

0 nd

0d 0 ,

where is any orientable surface inside S whose boundary is C (such a surface is some-

times called a capping surface for C). So similar to the two-variable case, we have a three-

dimensional version of a result from Section 4.3, for solid regions in R

3

which are simply

connected (i.e. regions having no holes):

The following statements are equivalent for a simply connected solid region S in R

3

:

(a) f(x, y, z) P(x, y, z) i +Q(x, y, z) j +R(x, y, z) k has a smooth potential F(x, y, z) in S

(b)

_

C

f dr is independent of the path for any curve C in S

(c)

_

C

f dr 0 for every simple closed curve C in S

(d)

R

y

Q

z

,

P

z

R

x

, and

Q

x

P

y

in S (i.e. curl f 0 in S)

Part (d) is also a way of saying that the differential form P dx+Qdy+Rdz is exact.

Example 4.16. Determine if the vector eld f(x, y, z) xyzi+xzj+xyk has a potential in R

3

.

Solution: Since R

3

is simply connected, we just need to check whether curl f 0 throughout

R

3

, that is,

R

y

Q

z

,

P

z

R

x

, and

Q

x

P

y

throughout R

3

, where P(x, y, z) xyz, Q(x, y, z) xz, and R(x, y, z) xy. But we see that

P

z

xy ,

R

x

y

P

z

/

R

x

for some (x, y, z) in R

3

.

Thus, f(x, y, z) does not have a potential in R

3

.

Exercises

A

For Exercises 1-3, calculate

_

C

f (x, y, z) ds for the given function f (x, y, z) and curve C.

1. f (x, y, z) z; C : x cos t, y sint, z t, 0 t 2

176 CHAPTER 4. LINE AND SURFACE INTEGRALS

2. f (x, y, z)

x

y

+ y+2yz; C : x t

2

, y t, z 1, 1 t 2

3. f (x, y, z) z

2

; C : x t sint, y t cos t, z

2

_

2

3

t

3/2

, 0 t 1

For Exercises 4-9, calculate

_

C

f dr for the given vector eld f(x, y, z) and curve C.

4. f(x, y, z) i j +k; C : x 3t, y 2t, z t, 0 t 1

5. f(x, y, z) yi xj +zk; C : x cos t, y sint, z t, 0 t 2

6. f(x, y, z) xi + yj +zk; C : x cos t, y sint, z 2, 0 t 2

7. f(x, y, z) (y2z) i +xyj +(2xz + y) k; C : x t, y 2t, z t

2

1, 0 t 1

8. f(x, y, z) yzi +xzj +xyk; C : the polygonal path from (0, 0, 0) to (1, 0, 0) to (1, 2, 0)

9. f(x, y, z) xyi +(z x) j +2yzk; C : the polygonal path from (0, 0, 0) to (1, 0, 0) to (1, 2, 0)

to (1, 2, 2)

For Exercises 10-13, state whether or not the vector eld f(x, y, z) has a potential in R

3

(you

do not need to nd the potential itself).

10. f(x, y, z) yi xj +zk 11. f(x, y, z) ai +bj +ck (a, b, c constant)

12. f(x, y, z) (x+ y) i +xj +z

2

k 13. f(x, y, z) xyi (x yz

2

) j + y

2

zk

B

For Exercises 14-15, verify Stokes Theorem for the given vector eld f(x, y, z) and surface .

14. f(x, y, z) 2yi xj +zk; : x

2

+ y

2

+z

2

1, z 0

15. f(x, y, z) xyi +xzj + yzk; : z x

2

+ y

2

, z 1

16. Construct a Mbius strip from a piece of paper, then draw a line down its center (like

the dotted line in Figure 4.5.3(b)). Cut the Mbius strip along that center line completely

around the strip. How many surfaces does this result in? How would you describe them?

Are they orientable?

17. Use Gnuplot (see Appendix C) to plot the Mbius strip parametrized as:

r(u, v) cosu(1+vcos

u

2

) i +sinu(1+vcos

u

2

) j +vsin

u

2

k , 0 u 2 ,

1

2

v

1

2

C

18. Let be a closed surface and f(x, y, z) a smooth vector eld. Show that

19. Show that Greens Theorem is a special case of Stokes Theorem.

4.6 Gradient, Divergence, Curl and Laplacian 177

4.6 Gradient, Divergence, Curl and Laplacian

In this nal section we will establish some relationships between the gradient, divergence

and curl, and we will also introduce a new quantity called the Laplacian. We will then show

how to write these quantities in cylindrical and spherical coordinates.

For a real-valued function f (x, y, z) on R

3

, the gradient f (x, y, z) is a vector-valued func-

tion on R

3

, that is, its value at a point (x, y, z) is the vector

f (x, y, z)

_

f

x

,

f

y

,

f

z

_

f

x

i +

f

y

j +

f

z

k

in R

3

, where each of the partial derivatives is evaluated at the point (x, y, z). So in this way,

you can think of the symbol as being applied to a real-valued function f to produce a

vector f .

It turns out that the divergence and curl can also be expressed in terms of the symbol .

This is done by thinking of as a vector in R

3

, namely

x

i +

y

j +

z

k . (4.51)

Here, the symbols

x

,

y

and

z

are to be thought of as partial derivative operators that

will get applied to a real-valued function, say f (x, y, z), to produce the partial derivatives

f

x

,

f

y

and

f

z

. For instance,

x

applied to f (x, y, z) produces

f

x

.

Is really a vector? Strictly speaking, no, since

x

,

y

and

z

are not actual numbers. But

it helps to think of as a vector, especially with the divergence and curl, as we will soon see.

The process of applying

x

,

y

,

z

to a real-valued function f (x, y, z) is normally thought of

as multiplying the quantities:

_

x

_

( f )

f

x

,

_

y

_

( f )

f

y

,

_

z

_

( f )

f

z

For this reason, is often referred to as the del operator, since it operates on functions.

For example, it is often convenient to write the divergence div f as f, since for a vector

eld f(x, y, z) f

1

(x, y, z)i + f

2

(x, y, z)j + f

3

(x, y, z)k, the dot product of f with (thought of as a

vector) makes sense:

f

_

x

i +

y

j +

z

k

_

( f

1

(x, y, z)i + f

2

(x, y, z)j + f

3

(x, y, z)k)

_

x

_

( f

1

) +

_

y

_

( f

2

) +

_

z

_

( f

3

)

f

1

x

+

f

2

y

+

f

3

z

div f

178 CHAPTER 4. LINE AND SURFACE INTEGRALS

We can also write curl f in terms of , namely as f, since for a vector eld f(x, y, z)

P(x, y, z)i +Q(x, y, z)j +R(x, y, z)k, we have:

f

i j k

z

P(x, y, z) Q(x, y, z) R(x, y, z)

_

R

y

Q

z

_

i

_

R

x

P

z

_

j +

_

Q

x

P

y

_

k

_

R

y

Q

z

_

i +

_

P

z

R

x

_

j +

_

Q

x

P

y

_

k

curl f

For a real-valued function f (x, y, z), the gradient f (x, y, z)

f

x

i +

f

y

j +

f

z

k is a vector

eld, so we can take its divergence:

div f f

_

x

i +

y

j +

z

k

_

_

f

x

i +

f

y

j +

f

z

k

_

x

_

f

x

_

+

y

_

f

y

_

+

z

_

f

z

_

2

f

x

2

+

2

f

y

2

+

2

f

z

2

Note that this is a real-valued function, to which we will give a special name:

Denition 4.7. For a real-valued function f (x, y, z), the Laplacian of f , denoted by f , is

given by

f (x, y, z) f

2

f

x

2

+

2

f

y

2

+

2

f

z

2

. (4.52)

Often the notation

2

f is used for the Laplacian instead of f , using the convention

2

.

Example 4.17. Let r(x, y, z) xi+yj+zk be the position vector eld on R

3

. Then |r(x, y, z)|

2

r r x

2

+ y

2

+z

2

is a real-valued function. Find

(a) the gradient of |r|

2

(b) the divergence of r

(c) the curl of r

(d) the Laplacian of |r|

2

4.6 Gradient, Divergence, Curl and Laplacian 179

Solution: (a) |r|

2

2xi +2yj +2zk2r

(b) r

x

(x) +

y

(y) +

z

(z) 1+1+1 3

(c)

r

i j k

z

x y z

(d) |r|

2

2

x

2

(x

2

+ y

2

+z

2

) +

2

y

2

(x

2

+ y

2

+z

2

) +

2

z

2

(x

2

+ y

2

+z

2

) 2+2+2 6

Note that we could have calculated |r|

2

another way, using the notation along with parts

(a) and (b):

|r|

2

|r|

2

2r 2 r 2(3) 6

Notice that in Example 4.17 if we take the curl of the gradient of |r|

2

we get

(|r|

2

) 2r 2r 20 0 .

The following theorem shows that this will be the case in general:

Theorem 4.15. For any smooth real-valued function f (x, y, z), (f ) 0.

Proof: We see by the smoothness of f that

(f )

i j k

z

f

x

f

y

f

z

_

2

f

yz

2

f

zy

_

i

_

2

f

xz

2

f

zx

_

j +

_

2

f

xy

2

f

yx

_

k 0 ,

since the mixed partial derivatives in each component are equal. QED

Corollary 4.16. If a vector eld f(x, y, z) has a potential, then curl f 0.

Another way of stating Theorem 4.15 is that gradients are irrotational. Also, notice that

in Example 4.17 if we take the divergence of the curl of r we trivially get

(r) 0 0 .

The following theorem shows that this will be the case in general:

Theorem 4.17. For any smooth vector eld f(x, y, z), (f) 0.

The proof is straightforward and left as an exercise for the reader.

180 CHAPTER 4. LINE AND SURFACE INTEGRALS

Corollary 4.18. The ux of the curl of a smooth vector eld f(x, y, z) through any closed

surface is zero.

Proof: Let be a closed surface which bounds a solid S. The ux of f through is

(f) d

S

(f) dV (by the Divergence Theorem)

S

0 dV (by Theorem 4.17)

0 . QED

There is another method for proving Theorem 4.15 which can be useful, and is often used

in physics. Namely, if the surface integral

region (usually all of R

3

), then we must have f (x, y, z) 0 throughout that region. The proof

is not trivial, and physicists do not usually bother to prove it. But the result is true, and can

also be applied to double and triple integrals.

For instance, to prove Theorem 4.15, assume that f (x, y, z) is a smooth real-valued func-

tion on R

3

. Let C be a simple closed curve in R

3

and let be any capping surface for C (i.e.

is orientable and its boundary is C). Since f is a vector eld, then

((f )) nd

_

C

f dr by Stokes Theorem, so

0 by Corollary 4.13.

Since the choice of was arbitrary, then we must have ((f ))n0 throughout R

3

, where

n is any unit vector. Using i, j and k in place of n, we see that we must have (f ) 0 in

R

3

, which completes the proof.

Example 4.18. A system of electric charges has a charge density (x, y, z) and produces an

electrostatic eld E(x, y, z) at points (x, y, z) in space. Gauss Law states that

E d 4

S

dV

for any closed surface which encloses the charges, with S being the solid region enclosed

by . Show that E4. This is one of Maxwells Equations.

10

10

In Gaussian (or CGS) units.

4.6 Gradient, Divergence, Curl and Laplacian 181

Solution: By the Divergence Theorem, we have

S

E dV

E d

4

S

dV by Gauss Law, so combining the integrals gives

S

( E4) dV 0 , so

E4 0 since and hence S was arbitrary, so

E 4 .

Often (especially in physics) it is convenient to use other coordinate systems when dealing

with quantities such as the gradient, divergence, curl and Laplacian. We will present the

formulas for these in cylindrical and spherical coordinates.

Recall from Section 1.7 that a point (x, y, z) can be represented in cylindrical coordinates

(r, , z), where x r cos, y r sin, z z. At each point (r, , z), let e

r

, e

, e

z

be unit vectors

in the direction of increasing r, , z, respectively (see Figure 4.6.1). Then e

r

, e

, e

z

form an

orthonormal set of vectors. Note, by the right-hand rule, that e

z

e

r

e

.

x

y

z

0

(x, y, z)

(x, y, 0)

x

y

z

r

e

r

e

e

z

Figure 4.6.1

Orthonormal vectors e

r

, e

, e

z

in cylindrical coordinates

x

y

z

0

(x, y, z)

(x, y, 0)

x

y

z

Figure 4.6.2

Orthonormal vectors e

, e

, e

in spherical coordinates

Similarly, a point (x, y, z) can be represented in spherical coordinates (, , ), where x

sincos, y sinsin, z cos. At each point (, , ), let e

, e

, e

be unit vectors

in the direction of increasing , , , respectively (see Figure 4.6.2). Then the vectors e

, e

,

e

.

We can now summarize the expressions for the gradient, divergence, curl and Laplacian

in Cartesian, cylindrical and spherical coordinates in the following tables:

182 CHAPTER 4. LINE AND SURFACE INTEGRALS

Cartesian (x, y, z): Scalar function F; Vector eld f f

1

i + f

2

j + f

3

k

gradient : F

F

x

i +

F

y

j +

F

z

k

divergence : f

f

1

x

+

f

2

y

+

f

3

z

curl : f

_

f

3

y

f

2

z

_

i +

_

f

1

z

f

3

x

_

j +

_

f

2

x

f

1

y

_

k

Laplacian : F

2

F

x

2

+

2

F

y

2

+

2

F

z

2

Cylindrical (r, , z): Scalar function F; Vector eld f f

r

e

r

+ f

+ f

z

e

z

gradient : F

F

r

e

r

+

1

r

F

+

F

z

e

z

divergence : f

1

r

r

(r f

r

) +

1

r

f

+

f

z

z

curl : f

_

1

r

f

z

z

_

e

r

+

_

f

r

z

f

z

r

_

e

+

1

r

_

r

(r f

)

f

r

_

e

z

Laplacian : F

1

r

r

_

r

F

r

_

+

1

r

2

2

F

2

+

2

F

z

2

Spherical (, , ): Scalar function F; Vector eld f f

+ f

+ f

gradient : F

F

+

1

sin

F

+

1

divergence : f

1

(

2

f

) +

1

sin

f

+

1

sin

(sin f

)

curl : f

1

sin

_

(sin f

)

f

_

e

+

1

(f

)

f

_

e

+

_

1

sin

f

(f

)

_

e

Laplacian : F

1

2

F

_

+

1

2

sin

2

2

F

2

+

1

2

sin

_

sin

F

_

The derivation of the above formulas for cylindrical and spherical coordinates is straight-

forward but extremely tedious. The basic idea is to take the Cartesian equivalent of the

quantity in question and to substitute into that formula using the appropriate coordinate

transformation. As an example, we will derive the formula for the gradient in spherical

coordinates.

4.6 Gradient, Divergence, Curl and Laplacian 183

Goal: Show that the gradient of a real-valued function F(, , ) in spherical coordinates is:

F

F

+

1

sin

F

+

1

F

x

i+

F

y

j +

F

z

k, put the Cartesian ba-

sis vectors i, j, k in terms of the spherical coordinate basis vectors e

, e

, e

and functions of

, and . Then put the partial derivatives

F

x

,

F

y

,

F

z

in terms of

F

,

F

,

F

and functions

of , and .

Step 1: Get formulas for e

, e

, e

in terms of i, j, k.

We can see from Figure 4.6.2 that the unit vector e

(, , ) is e

r

|r|

, where r xi + yj + zk is the position vector of the point in Cartesian

coordinates. Thus,

e

r

|r|

xi + yj +zk

_

x

2

+ y

2

+z

2

,

so using x sincos, y sinsin, z cos, and

_

x

2

+ y

2

+z

2

, we get:

e

Now, since the angle is measured in the xy-plane, then the unit vector e

in the

direction must be parallel to the xy-plane. That is, e

out what a and b are, note that since e

, then in particular e

when e

is in the

xy-plane. That occurs when the angle is /2. Putting /2 into the formula for e

gives

e

Since this vector is also a unit vector and points in the (positive) direction, it must be e

:

e

sini + cosj + 0k

Lastly, since e

, we get:

e

Step 2: Use the three formulas from Step 1 to solve for i, j, k in terms of e

, e

, e

.

This comes down to solving a system of three equations in three unknowns. There are

many ways of doing this, but we will do it by combining the formulas for e

and e

to

eliminate k, which will give us an equation involving just i and j. This, with the formula for

e

, will then leave us with a system of two equations in two unknowns (i and j), which we

will use to solve rst for j then for i. Lastly, we will solve for k.

First, note that

sine

+ cose

cosi + sinj

184 CHAPTER 4. LINE AND SURFACE INTEGRALS

so that

sin(sine

+ cose

) + cose

(sin

2

+cos

2

)j j ,

and so:

j sin sine

+ cose

+ cos sine

cos(sine

+ cose

) sine

(cos

2

+sin

2

)i i ,

and so:

i sin cose

sine

+ cos cose

k cose

sine

F

,

F

,

F

in terms of

F

x

,

F

y

,

F

z

.

By the Chain Rule, we have

F

F

x

x

+

F

y

y

+

F

z

z

,

F

F

x

x

+

F

y

y

+

F

z

z

,

F

F

x

x

+

F

y

y

+

F

z

z

,

which yields:

F

sin cos

F

x

+ sin sin

F

y

+ cos

F

z

F

sin sin

F

x

+ sin cos

F

y

F

cos cos

F

x

+ cos sin

F

y

sin

F

z

Step 4: Use the three formulas from Step 3 to solve for

F

x

,

F

y

,

F

z

in terms of

F

,

F

,

F

.

Again, this involves solving a system of three equations in three unknowns. Using a

similar process of elimination as in Step 2, we get:

F

x

1

sin

_

sin

2

cos

F

sin

F

F

_

F

y

1

sin

_

sin

2

sin

F

+ cos

F

F

_

F

z

_

cos

F

sin

F

_

4.6 Gradient, Divergence, Curl and Laplacian 185

Step 5: Substitute the formulas for i, j, k from Step 2 and the formulas for

F

x

,

F

y

,

F

z

from

Step 4 into the Cartesian gradient formula F(x, y, z)

F

x

i +

F

y

j +

F

z

k.

Doing this last step is perhaps the most tedious, since it involves simplifying 33+33+

22 22 terms! Namely,

F

1

sin

_

sin

2

cos

F

sin

F

F

_

(sin cose

sine

+cos cose

)

+

1

sin

_

sin

2

sin

F

+cos

F

F

_

(sin sine

+cose

+cos sine

)

+

1

_

cos

F

sin

F

_

(cose

sine

) ,

which we see has 8 terms involving e

, 6 terms involving e

. But

the algebra is straightforward and yields the desired result:

F

F

+

1

sin

F

+

1

Example 4.19. In Example 4.17 we showed that |r|

2

2r and |r|

2

6, where r(x, y, z)

xi + yj +zk in Cartesian coordinates. Verify that we get the same answers if we switch to

spherical coordinates.

Solution: Since |r|

2

x

2

+ y

2

+z

2

2

in spherical coordinates, let F(, , )

2

(so that

F(, , ) |r|

2

). The gradient of F in spherical coordinates is

F

F

+

1

sin

F

+

1

2e

+

1

sin

(0) e

+

1

(0) e

2e

2

r

|r|

, as we showed earlier, so

2

r

F

1

2

F

_

+

1

2

sin

2

2

F

2

+

1

2

sin

_

sin

F

(

2

2) +

1

2

sin

(0) +

1

2

sin

_

sin(0)

_

(2

3

) + 0 + 0

2

(6

2

) 6 , as expected.

186 CHAPTER 4. LINE AND SURFACE INTEGRALS

Exercises

A

For Exercises 1-6, nd the Laplacian of the function f (x, y, z) in Cartesian coordinates.

1. f (x, y, z) x+ y+z 2. f (x, y, z) x

5

3. f (x, y, z) (x

2

+ y

2

+z

2

)

3/2

4. f (x, y, z) e

x+y+z

5. f (x, y, z) x

3

+ y

3

+z

3

6. f (x, y, z) e

x

2

y

2

z

2

7. Find the Laplacian of the function in Exercise 3 in spherical coordinates.

8. Find the Laplacian of the function in Exercise 6 in spherical coordinates.

9. Let f (x, y, z)

z

x

2

+ y

2

in Cartesian coordinates. Find f in cylindrical coordinates.

10. For f(r, , z) r e

r

+z sine

+rze

z

in cylindrical coordinates, nd div f and curl f.

11. For f(, , ) e

+ cose

+e

B

For Exercises 12-23, prove the given formula (r |r| is the length of the position vector eld

r(x, y, z) xi + yj +zk).

12. (1/r) r/r

3

13. (1/r) 0 14. (r/r

3

) 0 15. (lnr) r/r

2

16. div(F+G) div F + div G 17. curl (F+G) curl F + curl G

18. div( f F) f div F + F f 19. div(FG) G curl F F curl G

20. div(f g) 0 21. curl ( f F) f curl F + (f ) F

22. curl (curl F) (div F) F 23. ( f g) f g + gf + 2(f g)

C

24. Prove Theorem 4.17.

25. Derive the gradient formula in cylindrical coordinates: F

F

r

e

r

+

1

r

F

+

F

z

e

z

26. Use f uv in the Divergence Theorem to prove:

(a) Greens rst identity:

S

(uv + (u) (v)) dV

(uv) d

(b) Greens second identity:

S

(uv vu) dV

(uv vu) d

27. Suppose that u 0 (i.e. u is harmonic) over R

3

. Dene the normal derivative

u

n

of u

over a closed surface with outward unit normal vector n by

u

n

D

n

u n u. Show

that

u

n

d0. (Hint: Use Greens second identity.)

Bibliography

Abbott, E.A., Flatland, 7th edition. New York: Dover Publications, Inc., 1952

Classic tale about a creature living in a 2-dimensional world who encounters a higher-

dimensional creature, with lots of humor thrown in.

Anton, H. and C. Rorres, Elementary Linear Algebra: Applications Version, 8th edition. New

York: John Wiley & Sons, 2000

Standard treatment of elementary linear algebra.

Bazaraa, M.S., H.D. Sherali and C.M. Shetty, Nonlinear Programming: Theory and Algo-

rithms, 2nd edition. New York: John Wiley & Sons, 1993

Thorough treatment of nonlinear optimization.

Farin, G., Curves and Surfaces for Computer Aided Geometric Design: A Practical Guide,

2nd edition. San Diego, CA: Academic Press, 1990

An intermediate-level book on curve and surface design.

Hecht, E., Optics, 2nd edition. Reading, MA: Addison-Wesley Publishing Co., 1987

An intermediate-level book on optics, covering a wide range of topics.

Hoel, P.G., S.C. Port and C.J. Stone, Introduction to Probability Theory, Boston, MA:

Houghton Mifin Co., 1971

An excellent introduction to elementary, calculus-based probability theory. Lots of good exer-

cises.

Jackson, J.D., Classical Electrodynamics, 2nd edition. New York: John Wiley & Sons, 1975

An advanced book on electromagnetism, famous for being intimidating. Most of the mathemat-

ics will be understandable after reading the present book.

Marion, J.B., Classical Dynamics of Particles and Systems, 2nd edition. New York: Academic

Press, 1970

Standard intermediate-level treatment of classical mechanics. Very thorough.

ONeill, B., Elementary Differential Geometry, New York: Academic Press, 1966

Intermediate-level book on differential geometry, with a modern approach based on differential

forms.

187

188 Bibliography

Pogorelov, A.V., Analytical Geometry, Moscow: Mir Publishers, 1980

An intermediate/advanced book on analytic geometry.

Press, W.H., S.A. Teukolsky, W.T. Vetterling and B.P. Flannery, Numerical Recipes in FOR-

TRAN: The Art of Scientific Computing, 2nd edition. Cambridge, UK: Cambridge Uni-

versity Press, 1992

An excellent source of information on numerical methods for solving a wide variety of problems.

Though all the examples are in the FORTRAN programming language, the code is clear enough

to implement in the language of your choice.

Protter, M.H. and C.B. Morrey, Analytic Geometry, 2nd edition. Reading, MA: Addison-

Wesley Publishing Co., 1975

Thorough treatment of elementary analytic geometry, with a rigor not found in most recent

books.

Ralston, A. and P. Rabinowitz, A First Course in Numerical Analysis, 2nd edition. New York:

McGraw-Hill, 1978

Standard treatment of elementary numerical analysis.

Reitz, J.R., F.J. Milford and R.W. Christy, Foundations of Electromagnetic Theory, 3rd edi-

tion. Reading, MA: Addison-Wesley Publishing Co., 1979

Intermediate text on electromagnetism.

Schey, H.M., Div, Grad, Curl, and All That: An Informal Text on Vector Calculus, New York:

W.W. Norton & Co., 1973

Very intuitive approach to the subject, from a physicists viewpoint. Highly recommended.

Taylor, A.E. and W.R. Mann, Advanced Calculus, 2nd edition. New York: John Wiley & Sons,

1972

Excellent treatment of n-dimensional calculus. A good book to study after the present book.

Many intriguing exercises.

Uspensky, J.V., Theory of Equations, New York: McGraw-Hill, 1948

A classic on the subject, discussing many interesting topics.

Weinberger, H.F., A First Course in Partial Differential Equations, New York: John Wiley &

Sons, 1965

A good introduction to the vast subject of partial differential equations.

Welchons, A.M. and W.R. Krickenberger, Solid Geometry, Boston, MA: Ginn & Co., 1936

A very thorough treatment of 3-dimensional geometry from an elementary perspective, in-

cludes many topics which (sadly) do not seem to be taught anymore.

Appendix A

Answers and Hints to Selected Exercises

Chapter 1

Section 1.1 (p. 8)

1. (a)

_

5 (b)

_

5 (c)

_

17 (d) 1

(e) 2

_

17 2. Yes 3. No

Section 1.2 (p. 14)

1. (a) (4, 4, 3) (b) (2, 6, 1)

(c)

_

1

_

30

,

5

_

30

,

2

_

30

_

(d)

_

41

2

(e)

_

41

2

(f) (14, 6, 8) (g) (7, 3, 4)

(h) (1, 6, 1) (i) (2, 4, 2) (j) No.

3. No. |v|+|w| is larger.

Section 1.3 (p. 18)

1. 10 3. 73.4

5. 90

7. 0

11. [v w[ 0 <

_

21

_

5 |v||w|

13. |v+w|

_

26 <

_

21+

_

5 |v|+|w|

15. Hint: use Denition 1.6.

24. Hint: See Theorem 1.10(c).

Section 1.4 (p. 29)

1. (5, 23, 24) 3. (8, 4, 5) 5. 0

7. 16.72 9. 4

_

5 11. 9 13. 0

and (8, 10, 2) 15. 14

Section 1.5 (p. 39)

1. (a) (2, 3, 2) +t(5, 4, 3) (b) x 2+5t,

y 3+4t, z 23t (c)

x2

5

y3

4

z+2

3

3. (a) (2, 1, 3) +t(1, 0, 1) (b) x 2+t,

y 1, z 3+t (c) x2 z 3, y 1

5. x 1+2t, y 2+7t, z 3+8t

7. 7.65 9. (1, 2, 3)

11. 4x4y+3z 10 0

13. x2yz +2 0

15. 11x24y+21z 26 0 17. 9/

_

35

19. x 5t, y 2+3t, z 7t 21. (10, 2, 1)

Section 1.6 (p. 46)

1. radius: 1, center: (2, 3, 5) 3. radius: 5,

center: (1, 1, 1) 5. No intersection.

7. circle x

2

+ y

2

4 in the planes z

_

5

9. lines

x

a

y

b

, z 0 and

x

a

y

b

, z 0

13.

_

2a

2c

,

2b

2c

, 0

_

Section 1.7 (p. 50)

1. (a) (4,

3

, 1) (b) (

_

17,

3

, 1.816)

3. (a) (2

_

7,

11

6

, 0) (b) (2

_

7,

11

6

,

2

)

5. (a) r

2

+z

2

25 (b) 5

7. (a) r

2

+9z

2

36 (b)

2

(1+8cos

2

) 36

10. (a, , acot) 12. Hint: Use the distance

formula for Cartesian coordinates.

Section 1.8 (p. 57)

1. f

2

); x 1+t, y z 1

3. f

y 2t, z t 5. v(t) (1, 1cos t, sint),

a(t) (0, sint, cos t)

9. (a) Line parallel to c (b) Half-line paral-

lel to c (c) Hint: Think of the

189

190 Appendix A: Answers and Hints to Selected Exercises

functions as position vectors.

15. Hint: Theorem 1.16

Section 1.9 (p. 63)

1.

3

_

5

2

3. 2(5

3/2

8) 5. Replace

t by

__

27s+16

2

_

2/3

4

__

9 6. Hint: Use

Theorem 1.20(e), Example 1.37, and

Theorem 1.16 7. Hint: Use Exercise 6.

9. Hint: Use f

that to get f

f

(t) f

(t) in terms of

N(t). 11. T(t)

1

_

2

(sint, cos t, 1), N(t)

(cos t, sint, 0), B(t)

1

_

2

(sint, cos t, 1),

(t) 1/2

Chapter 2

Section 2.1 (p. 70)

1. domain: R

2

, range: [1, ) 3. domain:

{(x, y) : x

2

+ y

2

4}, range: [0, )

5. domain: R

3

, range: [1, 1] 7. 1

9. does not exist 11. 2 13. 2 15. 0

17. does not exist

Section 2.2 (p. 74)

1.

f

x

2x,

f

y

2y 3.

f

x

x(x

2

+ y+4)

1/2

,

f

y

1

2

(x

2

+ y +4)

1/2

5.

f

x

ye

xy

+ y,

f

y

xe

xy

+x 7.

f

x

4x

3

,

f

y

0

9.

f

x

x(x

2

+ y

2

)

1/2

,

f

y

y(x

2

+ y

2

)

1/2

11.

f

x

2x

3

(x

2

+ y+4)

2/3

,

f

y

1

3

(x

2

+ y+4)

2/3

13.

f

x

2xe

(x

2

+y

2

)

,

f

y

2ye

(x

2

+y

2

)

15.

f

x

ycos(xy),

f

y

xcos(xy) 17.

2

f

x

2

2,

2

f

y

2

2,

2

f

xy

0 19.

2

f

x

2

(y+4)(x

2

+ y+4)

3/2

,

2

f

y

2

1

4

(x

2

+ y+4)

3/2

,

2

f

xy

1

2

x(x

2

+ y+4)

3/2

21.

2

f

x

2

y

2

e

xy

,

2

f

y

2

x

2

e

xy

,

2

f

xy

(1+xy)e

xy

+1 23.

2

f

x

2

12x

2

,

2

f

y

2

0,

2

f

xy

0 25.

2

f

x

2

x

2

,

2

f

y

2

y

2

,

2

f

xy

0

Section 2.3 (p. 77)

1. 2x+3yz 3 0 3. 2x+ yz 2 0

5. x +2y z 7.

1

2

(x 1) +

4

9

(y 2) +

_

11

12

(z

2

_

11

3

) 0 9. 3x+4y5z 0

Section 2.4 (p. 82)

1. (2x, 2y) 3. (

x

_

x

2

+y

2

+4

,

y

_

x

2

+y

2

+4

)

5. (1/x, 1/ y) 7. (yzcos(xyz), xzcos(xyz), xycos(xyz))

9. (2x, 2y, 2z) 11. 2

_

2 13.

1

_

3

15.

_

3 cos(1) 17. increase: (45, 20),

decrease: (45, 20)

Section 2.5 (p. 88)

1. local min. (1, 0); saddle pt. (1, 0)

3. local min. (1, 1); local max. (1, 1); sad-

dle pts. (1, 1), (1, 1) 5. local min. (1, 1);

saddle pt. (0, 0) 7. local min. (0, 0)

9. local min. (1, 1/2) 11. width = height =

depth=10 13. x y 4, z 2

Section 2.6 (p. 95)

2. (x

0

, y

0

) (0, 0) : (0.2858, 0.3998);

(x

0

, y

0

) (1, 1) : (1.03256, 1.94037)

Section 2.7 (p. 100)

1. min.

_

4

_

5

,

2

_

5

_

; max.

_

4

_

5

,

2

_

5

_

3. min.

_

20

_

13

,

30

_

13

_

; max.

_

20

_

13

,

30

_

13

_

4. min.

_

9

_

5

, 0,

2

_

5

_

; max.

_

9

8

,

_

59

4

,

1

4

_

5.

8abc

3

_

3

191

Chapter 3

Section 3.1 (p. 104)

1. 1 3.

7

12

5.

7

6

7. 5 9.

1

2

11. 15

Section 3.2 (p. 109)

1. 1 3. 8ln23 5.

4

6.

1

4

7. 2 9.

1

6

10.

6

5

Section 3.3 (p. 112)

1.

9

2

3. (2cos(

2

) +

4

2)/4 5.

1

6

7. 6

10.

1

3

Section 3.4 (p. 116)

1. The values should converge to 1.318.

(Hint: In Java the exponential function e

x

can be obtained with Math.exp(x). Other

languages have similar functions, otherwise

use e 2.7182818284590455 in your pro-

gram.)

2. 1.146 3. 0.705 4. 0.168

Section 3.5 (p. 123)

1. 8 3.

4

3

(83

3/2

) 7. 1

sin2

2

9. 2ab

Section 3.6 (p. 127)

1. (1, 8/3) 3. (0,

4a

3

) 5. (0, 3/16)

7. (0, 0, 5a/12) 9. (7/12, 7/12, 7/12)

Section 3.7 (p. 134)

1.

_

2. 1 6. Both are

n

(n+1)

2

(n+2)

7.

1

n

Chapter 4

Section 4.1 (p. 142)

1. 1/2 3. 23 5. 24 7. 2 9. 2

11. 0

Section 4.2 (p. 149)

1. 0 3. No 4. Yes. F(x, y)

x

2

2

y

2

2

5. No 9. (b) No. Hint: Think of how F is

dened. 10. Yes. F(x, y) axy+bx+cy+d

Section 4.3 (p. 155)

1. 16/15 3. 5 5. Yes. F(x, y) xy

2

+x

3

7. Yes. F(x, y) 4x

2

y+2y

2

+3x

Section 4.4 (p. 163)

1. 216 2. 3 3. 12/5 7. 15/4

Section 4.5 (p. 175)

1. 2

_

2

2

2. (17

_

175

_

5)/3 3. 2/5

4. 2 5. 2(1) 7. 67/15 9. 6

11. Yes 13. No 19. Hint: Think of how

a vector eld f(x, y) P(x, y) i +Q(x, y) j in R

2

can be extended in a natural way to be a vec-

tor eld in R

3

.

Section 4.6 (p. 186)

1. 0 3. 12

_

x

2

+ y

2

+z

2

5. 6(x+ y+z)

7. 12 8. (4

2

6)e

2

9.

2z

r

3

e

r

+

1

r

2

e

z

11. div f

2

sin

sin

+cot;

curl f cot cose

+2e

2cose

r

cosi +

sinj, e

sini +cosj, e

z

k.

Appendix B

We will prove the right-hand rule for the cross product of two vectors in R

3

.

For any vectors v and w in R

3

, dene a new vector, n(v, w), as follows:

1. If v and w are nonzero and not parallel, and is the angle between them, then n(v, w) is

the vector in R

3

such that:

(a) the magnitude of n(v, w) is |v||w| sin,

(b) n(v, w) is perpendicular to the plane containing v and w, and

(c) v, w, n(v, w) form a right-handed system.

2. If v and w are nonzero and parallel, then n(v, w) 0.

3. If either v or w is 0, then n(v, w) 0.

The goal is to show that n(v, w) vw for all v, w in R

3

, which would prove the right-hand

rule for the cross product (by part 1(c) of our denition). To do this, we will perform the

following steps:

Step 1: Show that n(v, w) vw if v and w are any two of the basis vectors i, j, k.

This was already shown in Example 1.11 in Section 1.4.

Step 2: Show that n(av, bw) ab(vw) for any scalars a, b if v and w are any two of the

basis vectors i, j, k.

If either a 0 or b 0 then n(av, bw) 0 ab(vw), so the result holds. So assume that

a /0 and b /0. Let v and wbe any two of the basis vectors i, j, k. For example, we will show

that the result holds for v i and wk (the other possibilities follow in a similar fashion).

For av ai and bw bk, the angle between av and bw is 90

of n(av, bw), by denition, is |ai||bk| sin90

pendicular to the plane containing ai and bk, namely, the xz-plane. Thus, n(av, bw) must

be a scalar multiple of j. Since its magnitude is [ab[, then n(av, bw) must be either [ab[j or

[ab[j.

There are four possibilities for the combinations of signs for a and b. We will consider the

case when a >0 and b >0 (the other three possibilities are handled similarly).

192

193

In this case, n(av, bw) must be either abj or abj. Now, since i, j, k form a right-handed

system, then i, k, j form a left-handed system, and so i, k, j form a right-handed system.

Thus, ai, bk, abj form a right-handed system (since a >0, b >0, and ab >0). So since, by

denition, ai, bk, n(ai, bk) form a right-handed system, and since n(ai, bk) has to be either

abj or abj, this means that we must have n(ai, bk) abj.

But we know that ai bk ab(i k) ab(j) abj. Therefore, n(ai, bk) ab(i k),

which is what we needed to show.

n(av, bw) ab(vw)

Step 3: Show that n(u, v+w) n(u, v) +n(u, w) for any vectors u, v, w.

If u 0 then the result holds trivially since n(u, v+w), n(u, v) and n(u, w) are all the zero

vector. If v 0, then the result follows easily since n(u, v+w) n(u, 0 +w) n(u, w)

0+n(u, w) n(u, 0) n(u, w) n(u, v) +n(u, w). A similar argument shows that the result

holds if w0.

So now assume that u, v and w are all nonzero vectors. We will describe a geometric

construction of n(u, v), which is shown in the gure below. Let P be a plane perpendicular

to u. Multiply the vector v by the positive scalar |u|, then project the vector |u|v straight

down onto the plane P. You can think of this projection vector (denoted by pro j

P

|u|v) as

the shadow of the vector |u|v on the plane P, with the light source directly overhead the

terminal point of |u|v. If is the angle between u and v, then we see that pro j

P

|u|v has

magnitude |u||v|sin, which is the magnitude of n(u, v). So rotating pro j

P

|u|v by 90

in a counter-clockwise direction in the plane P gives a vector whose magnitude is the same

as that of n(u, v) and which is perpendicular to pro j

P

|u|v (and hence perpendicular to v).

Since this vector is in P then it is also perpendicular to u. And we can see that u, v and

this vector form a right-handed system. Hence this vector must be n(u, v). Note that this

holds even if u v, since in that case 0

magnitude 0, which is what we would expect.

u

v

pro j

P

|u|v

|u|v

n(u, v)

P

Now apply this same geometric construction to get n(u, w) and n(u, v+w). Since |u|(v+

w) is the sum of the vectors |u|v and |u|w, then the projection vector pro j

P

|u|(v+w) is

the sum of the projection vectors pro j

P

|u|v and pro j

P

|u|w (to see this, using the shadow

194 Appendix B: Proof of the Right-Hand Rule for the Cross Product

analogy again and the parallelogram rule for vector addition, think of how projecting a

parallelogram onto a plane gives you a parallelogram in that plane). So then rotating all

three projection vectors by 90

sum (see the gure below), which means that n(u, v+w) n(u, v) +n(u, w).

u

v

w

v+w

|u|(v+w)

pro j

P

|u|v

pro j

P

|u|w

pro j

P

|u|(v+w)

|u|v

|u|w

n(u, v) n(u, w)

n(u, v+w)

P

Step 4: Show that n(w, v) n(v, w) for any vectors v, w.

If v and ware nonzero and parallel, or if either is 0, then n(w, v) 0 n(v, w), so the result

holds. So assume that v and w are nonzero and not parallel. Then n(w, v) has magnitude

|w||v| sin, which is the same as the magnitude of n(v, w), and hence is the same as the

magnitude of n(v, w). By denition, n(v, w) is perpendicular to the plane containing w and

v, and hence so is n(v, w). Also, v, w, n(v, w) form a right-handed system, and so w, v,

n(v, w) form a left-handed system, and hence w, v, n(v, w) form a right-handed system.

Thus, we have shown that n(v, w) is a vector with the same magnitude as n(w, v) and is

perpendicular to the plane containing w and v, and that w, v, n(v, w) form a right-handed

system. So by denition this means that n(v, w) must be n(w, v).

Step 5: Show that n(v, w) vw for all vectors v, w.

Write v v

1

i +v

2

j +v

3

k and ww

1

i +w

2

j +w

3

k. Then by Steps 3 and 4, we have

195

n(v, w) n(v

1

i +v

2

j +v

3

k, w

1

i +w

2

j +w

3

k)

n(v

1

i +v

2

j +v

3

k, w

1

i) + n(v

1

i +v

2

j +v

3

k, w

2

j +w

3

k)

n(v

1

i +v

2

j +v

3

k, w

1

i) + n(v

1

i +v

2

j +v

3

k, w

2

j) + n(v

1

i +v

2

j +v

3

k, w

3

k)

n(w

1

i, v

1

i +v

2

j +v

3

k) + n(w

2

j, v

1

i +v

2

j +v

3

k) + n(w

3

k, v

1

i +v

2

j +v

3

k).

We can use Steps 1 and 2 to evaluate the three terms on the right side of the last equation

above:

n(w

1

i, v

1

i +v

2

j +v

3

k) n(w

1

i, v

1

i) + n(w

1

i, v

2

j) + n(w

1

i, v

3

k)

v

1

w

1

n(i, i) + v

2

w

1

n(i, j) + v

3

w

1

n(i, k)

v

1

w

1

(i i) + v

2

w

1

(i j) + v

3

w

1

(i k)

v

1

w

1

0 + v

2

w

1

k + v

3

w

1

(j)

n(w

1

i, v

1

i +v

2

j +v

3

k) v

2

w

1

k + v

3

w

1

j

Similarly, we can calculate

n(w

2

j, v

1

i +v

2

j +v

3

k) v

1

w

2

k v

3

w

2

i

and

n(w

3

j, v

1

i +v

2

j +v

3

k) v

1

w

3

j + v

2

w

3

i .

Thus, putting it all together, we have

n(v, w) v

2

w

1

k + v

3

w

1

j + v

1

w

2

k v

3

w

2

i v

1

w

3

j + v

2

w

3

i

(v

2

w

3

v

3

w

2

)i + (v

3

w

1

v

1

w

3

)j + (v

1

w

2

v

2

w

1

)k

vw by denition of the cross product.

n(v, w) vw for all vectors v, w.

So since v, w, n(v, w) form a right-handed system, then v, w, vw form a right-handed

system, which completes the proof.

Appendix C

3D Graphing with Gnuplot

Gnuplot is a free, open-source software package for producing a variety of graphs. Versions

are available for many operating systems. Below is a very brief tutorial on how to use

Gnuplot to graph functions of several variables.

INSTALLATION

1. Go to http://www.gnuplot.info/download.html and follow the links to download the lat-

est version for your operating system. For Windows, you should get the Zip le with a

name such as gp420win32.zip, which is version 4.2.0. All the examples we will discuss

require at least version 4.2.0.

2. Install the downloaded le. For example, in Windows you would unzip the Zip le you

downloaded in Step 1 into some folder (use the Use folder names option if extracting

with WinZip).

RUNNING GNUPLOT

1. In Windows, run wgnuplot.exe from the folder (or bin folder) where you installed Gnu-

plot. In Linux, just type gnuplot in a terminal window.

2. You should now get a Gnuplot terminal with a gnuplot> command prompt. In Windows

this will appear in a new window, while in Linux it will appear in the terminal window

where the gnuplot command was run. For Windows, if the font is unreadable you can

change it by right-clicking on the text part of the Gnuplot window and selecting the

Choose Font.. option. For example, the font Courier, style Regular, size 12 is

usually a good choice (that choice can be saved for future sessions by right-clicking in the

Gnuplot window again and selecting the option to update wgnuplot.ini).

3. At the gnuplot> command prompt you can now run graphing commands, which we will

now describe.

GRAPHING FUNCTIONS

The usual way to create 3D graphs in Gnuplot is with the splot command:

splot <range> <comma-separated list of functions>

196

197

For a function z f (x, y), <range> is the range of x and y values (and optionally the range

of z values) over which to plot. To specify an x range and a y range, use an expression of the

form [a : b][c : d], for some numbers a < b and c < d. This will cause the graph to be plotted

for a x b and c y d.

Function denitions use the x and y variables in combination with mathematical operators,

listed below:

Symbol Operation Example Result

+ Addition 2+3 5

Subtraction 32 1

* Multiplication 2*3 6

/ Division 4/2 2

** Power 2**3 2

3

8

exp(x) e

x

exp(2) e

2

log(x) lnx log(2) ln2

sin(x) sinx sin(pi/2) 1

cos(x) cos x cos(pi) 1

tan(x) tanx tan(pi/4) 1

Example C.1. To graph the function z 2x

2

+ y

2

from x 1 to x 1 and from y 2 to

y 2, type this at the gnuplot> prompt:

splot [-1:1][-2:2] 2

*

x

**

2 + y

**

2

The result is shown below:

-1

-0.5

0

0.5

1

-2

-1.5

-1

-0.5

0

0.5

1

1.5

2

0

1

2

3

4

5

6

7

2x2+ y2

198 Appendix C: 3D Graphing with Gnuplot

Note that we had to type 2*x**2 to multiply 2 times x

2

. For clarity, parentheses can be used

to make sure the operations are being performed in the correct order:

splot [-1:1][-2:2] 2

*

(x

**

2) + y

**

2

In the above example, to also plot the function z e

x+y

on the same graph, put a comma

after the rst function then append the new function:

splot [-1:1][-2:2] 2

*

(x

**

2) + y

**

2, exp(x+y)

By default, the x-axis and y-axis are not shown in the graph. To display the axes, use this

command before the splot command:

set zeroaxis

Also, by default the x- and y-axes are switched from their usual position. To show the axes

with the orientation which we have used throughout the text, use this command:

set view 60,120,1,1

Also, to label the axes, use these commands:

set xlabel "x"

set ylabel "y"

set zlabel "z"

To show the level curves of the surface z f (x, y) on both the surface and projected onto the

xy-plane, use this command:

set contour both

The default mesh size for the grid on the surface is 10 units. To get more of a colored/shaded

surface, increase the mesh size (to, say, 25) like this:

set isosamples 25

Putting all this together, we get the following graph with these commands:

set zeroaxis

set view 60,120,1,1

set xlabel "x"

set ylabel "y"

set zlabel "z"

set contour both

set isosamples 25

splot [-1:1][-2:2] 2

*

(x

**

2) + y

**

2, exp(x+y)

199

-1

-0.5

0

0.5

1

-2

-1.5

-1

-0.5

0

0.5

1

1.5

2

0

5

10

15

20

25

z

2x2+ y2

6

5

4

3

2

1

exp(x+ y)

20

15

10

5

x

y

z

The numbers listed below the functions in the key in the upper right corner of the graph

are the levels of the level curves of the corresponding surface. That is, they are the num-

bers c such that f (x, y) c. Because of the large number of level curves, the key was put

outside the graph with the set key outside command. If you do not want the function key

displayed, it can be turned off with this command: unset key

PARAMETRIC FUNCTIONS

Gnuplot has the ability to graph surfaces given in various parametric forms. For example,

for a surface parametrized in cylindrical coordinates

x r cos , y r sin , z z

you would do the following:

set mapping cylindrical

set parametric

splot [a:b][c:d] v

*

cos(u),v

*

sin(u),f(u,v)

where the variable u represents , with a u b, the variable v represents r, with c v d,

and z f (u, v) is some function of u and v.

Example C.2. The graph of the helicoid z in Example 1.34 from Section 1.7 (p. 49) was

created using the following commands:

200 Appendix C: 3D Graphing with Gnuplot

set mapping cylindrical

set parametric

set view 60,120,1,1

set xyplane 0

set xlabel "x"

set ylabel "y"

set zlabel "z"

unset key

set isosamples 15

splot [0:4

*

pi][0:2] v

*

cos(u),v

*

sin(u),u

The command set xyplane 0 moves the z-axis so that z 0 aligns with the xy-plane (which

is not the default in Gnuplot). Looking at the graph, you will see that r varies from 0 to 2,

and varies from 0 to 4.

PRINTING AND SAVING

In Windows, to print a graph from Gnuplot right-click on the titlebar of the graphs window,

select Options and then the Print.. option. If that does not work on your version of

Gnuplot, then go to the File menu on the main Gnuplot menubar, select Output Device ...,

and enter pdf in the Terminal type? texteld, hit OK. That will allow you to print the graph

as a PDF le.

To save a graph, say, as a PNG le, go to the File menu on the main Gnuplot menubar,

select Output Device ..., and enter png in the Terminal type? texteld, hit OK. Then, in the

File menu again, select the Output ... option and enter a lename (say, graph.png) in the

Output lename? texteld, hit OK. Now run your splot command again and you should see

a le called graph.png in the current directory (usually the directory where wgnuplot.exe is

located, though you can change that setting using the Change Directory ... option in the

File menu).

In Linux, to save the graph as a le called graph.png, you would issue the following com-

mands:

set terminal png

set output graph.png

and then run your splot command. There are many terminal types (which determine the

output format). Run the command set terminal to see all the possible types. In Linux,

the postscript terminal type is popular, since the print quality is high and there are many

PostScript viewers available.

To quit Gnuplot, type quit at the gnuplot> command prompt.

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1. VERSION: 1.0

Date: 2008-01-04

Author(s): Michael Corral

Title: Vector Calculus

Modication(s): Initial version

209

Index

Symbols

D . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 84

M

x

, M

y

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 124

M

xy

, M

xz

, M

yz

. . . . . . . . . . . . . . . . . . . . . . . . 126

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 178

R

2

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1

R

3

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1

x. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 124

y . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 124

z. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 126

(x, y) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 124

(x, y, z)

(u, v, w)

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 119

f

x

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71

S

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 110

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 102

R

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105

_

C

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 136, 139

C

1

, C

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 80, 177

2

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 178

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 163

_

C

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 145

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71

D

v

f . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 78

e

r

, e

, e

z

, e

, e

. . . . . . . . . . . . . . . . . . . . . . . 181

dr . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 139

i, j, k . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12

A

acceleration. . . . . . . . . . . . . . . . . . . . . . . . . . 2, 55

angle . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15

annulus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 153

arc length . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59

area element . . . . . . . . . . . . . . . . . . . . . . . . . . 105

average value . . . . . . . . . . . . . . . . . . . . . . . . . 113

B

Bzier curve . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56

Beta function. . . . . . . . . . . . . . . . . . . . . . . . . . 123

C

capping surface . . . . . . . . . . . . . . . . . . . . . . . 175

Cauchy-Schwarz Inequality . . . . . . . . . . . . 17

center of mass. . . . . . . . . . . . . . . . . . . . . . . . . 124

centroid . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 125

Chain Rule . . . . . . . . . . . . . . . . . . . . . . . . 60, 147

change of variable. . . . . . . . . . . . . . . . 117, 119

circulation. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 174

closed curve . . . . . . . . . . . . . . . . . . . . . . . . . . . 145

closed surface . . . . . . . . . . . . . . . . . . . . . . . . . 161

collinear . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36

conical helix. . . . . . . . . . . . . . . . . . . . . . . . . . . 167

conservative eld . . . . . . . . . . . . . . . . . . . . . 148

constrained critical point . . . . . . . . . . . . . . . 96

continuity. . . . . . . . . . . . . . . . . . . . . . . . . . . 52, 69

continuously differentiable . . . . . . . . . 59, 80

coordinates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1

Cartesian . . . . . . . . . . . . . . . . . . . . . . . . . . . 1

curvilinear . . . . . . . . . . . . . . . . . . . . . . . . . 47

cylindrical . . . . . . . . . . . . . . . . . . . . 47, 182

ellipsoidal. . . . . . . . . . . . . . . . . . . . . . . . . 164

left-handed. . . . . . . . . . . . . . . . . . . . . . . . . . 2

polar . . . . . . . . . . . . . . . . . . . . . . . . . . 47, 121

rectangular. . . . . . . . . . . . . . . . . . . . . . . . . . 1

right-handed . . . . . . . . . . . . . . . . . . . . . . . . 2

210

Index 211

spherical . . . . . . . . . . . . . . . . . . . . . . 47, 182

coplanar . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26

correlation . . . . . . . . . . . . . . . . . . . . . . . . . . . . 134

covariance. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 134

critical point . . . . . . . . . . . . . . . . . . . . . . . . . . . . 83

cross product . . . . . . . . . . . . . . . . . . . . . . . . . . . 20

curl. . . . . . . . . . . . . . . . . . . . . . . . . . 169, 178, 182

curvature. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62

cylinder. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42

D

density . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 124

derivative. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3

directional . . . . . . . . . . . . . . . . . . . . . . . . . 78

mixed partial . . . . . . . . . . . . . . . . . . . . . . 73

partial . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71

vector-valued function . . . . . . . . . . . . . 52

determinant . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26

differential . . . . . . . . . . . . . . . . . . . . . . . . . . . . 139

differential form . . . . . . . . . . . . . . . . . . . . . . 139

directed curve . . . . . . . . . . . . . . . . . . . . . . . . . 144

direction angles . . . . . . . . . . . . . . . . . . . . . . . . 19

direction cosines. . . . . . . . . . . . . . . . . . . . . . . . 19

directional derivative. . . . . . . . . . . . . . . . . . . 78

distance. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6

between points . . . . . . . . . . . . . . . . . . . 6, 7

from point to line . . . . . . . . . . . . . . . . . . 33

point to plane . . . . . . . . . . . . . . 37, 41, 42

distribution function . . . . . . . . . . . . . . . . . . 129

joint. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 131

normal . . . . . . . . . . . . . . . . . . . . . . . . . . . . 130

divergence . . . . . . . . . . . . . . . . . . 162, 177, 182

Divergence Theorem. . . . . . . . . . . . . . . . . . 162

dot product . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15

double integral . . . . . . . . . . . . . . . . . . . 102, 105

polar coordinates . . . . . . . . . . . . . . . . . 121

doubly ruled surface. . . . . . . . . . . . . . . . . . . . 45

E

ellipsoid . . . . . . . . . . . . . . . . . . . . . . 43, 123, 164

elliptic cone. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45

elliptic paraboloid . . . . . . . . . . . . . . . . . . . . . . 44

Euclidean space . . . . . . . . . . . . . . . . . . . . . . . . . 1

exact differential form . . . . . . 139, 154, 175

expected value . . . . . . . . . . . . . . . . . . . . . . . . 132

extreme point . . . . . . . . . . . . . . . . . . . . . . . . . . 83

F

ux. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 162

force . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55

function. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1

continuous . . . . . . . . . . . . . . . . . . . . . . . . . 69

scalar . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53

vector-valued . . . . . . . . . . . . . . . . . . . . . . 51

G

Gaussian blur . . . . . . . . . . . . . . . . . . . . . . . . . . 70

global maximum . . . . . . . . . . . . . . . . . . . . . . . 83

global minimum. . . . . . . . . . . . . . . . . . . . . . . . 83

gradient . . . . . . . . . . . . . . . . . . . . . . . . . . . 80, 182

Greens identities . . . . . . . . . . . . . . . . . . . . . 186

Greens Theorem. . . . . . . . . . . . . . . . . . . . . . 150

H

harmonic . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 186

helicoid . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49

helix . . . . . . . . . . . . . . . . . . . . . . . . . . . 51, 59, 167

hyperbolic paraboloid . . . . . . . . . . . . . . . . . . 44

hyperboloid. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43

one sheet . . . . . . . . . . . . . . . . . . . . . . . . . . . 43

two sheets. . . . . . . . . . . . . . . . . . . . . . . . . . 43

hypersurface . . . . . . . . . . . . . . . . . . . . . . . . . . 110

hypervolume . . . . . . . . . . . . . . . . . . . . . . . . . . 110

I

improper integral . . . . . . . . . . . . . . . . . . . . . 108

integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59

double . . . . . . . . . . . . . . . . . . . . . . . 102, 105

improper. . . . . . . . . . . . . . . . . . . . . . . . . . 108

iterated . . . . . . . . . . . . . . . . . . . . . . . . . . . 102

multiple . . . . . . . . . . . . . . . . . . . . . . . . . . 101

surface. . . . . . . . . . . . . . . . . . . . . . . 156, 158

triple. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 110

irrotational . . . . . . . . . . . . . . . . . . . . . . . . . . . . 174

iterated integral . . . . . . . . . . . . . . . . . . . . . . 102

212 Index

J

Jacobi identity. . . . . . . . . . . . . . . . . . . . . . . . . . 30

Jacobian. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 119

joint distribution. . . . . . . . . . . . . . . . . . . . . . 131

L

Lagrange multiplier . . . . . . . . . . . . . . . . . . . . 96

lamina . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 124

Laplacian . . . . . . . . . . . . . . . . . . . . . . . . 178, 182

level curve. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66

limit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67

vector-valued function . . . . . . . . . . . . . 52

line . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31

intersection of planes . . . . . . . . . . . . . . 38

parallel . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34

parametric representation. . . . . . . . . 31

perpendicular . . . . . . . . . . . . . . . . . . . . . . 34

skew . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34

symmetric representation . . . . . . . . . 32

through two points. . . . . . . . . . . . . . . . . 33

vector representation . . . . . . . . . . . . . . 31

line integral . . . . . . . . . . . . . . . . . . . . . . 136, 139

local maximum. . . . . . . . . . . . . . . . . . . . . . . . . 83

local minimum . . . . . . . . . . . . . . . . . . . . . . . . . 83

M

mass . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 124

matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27

mixed partial derivative. . . . . . . . . . . . . . . . 73

Mbius strip . . . . . . . . . . . . . . . . . . . . . . . . . . 168

moment . . . . . . . . . . . . . . . . . . . . . . . . . . 124, 126

momentum. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55

Monte Carlo method . . . . . . . . . . . . . . . . . . 113

moving frame elds . . . . . . . . . . . . . . . . . . . . 62

multiple integral . . . . . . . . . . . . . . . . . . . . . . 101

multiply connected. . . . . . . . . . . . . . . . . . . . 153

N

n-positive direction . . . . . . . . . . . . . . . . . . . 169

Newtons algorithm . . . . . . . . . . . . . . . . . . . . 89

normal derivative . . . . . . . . . . . . . . . . . . . . . 186

normal to a curve. . . . . . . . . . . . . . . . . . . . . . . 81

normal vector eld . . . . . . . . . . . . . . . . . . . . 168

O

orientable . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 168

orthonormal vectors . . . . . . . . . . . . . . . . . . . . 64

outward normal . . . . . . . . . . . . . . . . . . . . . . . 160

P

paraboloid . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44

elliptic . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44

hyperbolic . . . . . . . . . . . . . . . . . . . . . . 44, 84

of revolution . . . . . . . . . . . . . . . . . . . . . . . 44

parallelepiped . . . . . . . . . . . . . . . . . . . . . . . . . . 24

volume . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25

parameter . . . . . . . . . . . . . . . . . . . . . . . . . . 31, 60

parametrization. . . . . . . . . . . . . . . . . . . . . . . . 60

partial derivative. . . . . . . . . . . . . . . . . . . . . . . 71

partial differential equation. . . . . . . . . . . . 74

path independence . . . . . . . . . . 146, 154, 175

piecewise smooth curve . . . . . . . . . . . . . . . 141

plane . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35

coordinate . . . . . . . . . . . . . . . . . . . . . . . . . . . 1

Euclidean . . . . . . . . . . . . . . . . . . . . . . . . . . . 1

in space . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35

line of intersection . . . . . . . . . . . . . . . . . 38

normal form . . . . . . . . . . . . . . . . . . . . . . . 35

normal vector . . . . . . . . . . . . . . . . . . . . . . 35

point-normal form . . . . . . . . . . . . . . . . . 35

tangent . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75

through three points . . . . . . . . . . . . . . . 36

position vector . . . . . . . . . . . . . . . . . 54, 55, 139

potential . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 148

probability . . . . . . . . . . . . . . . . . . . . . . . . . . . . 128

probability density function. . . . . . . . . . . 129

projection. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19

Q

quadric surface . . . . . . . . . . . . . . . . . . . . . . . . . 43

R

random variable . . . . . . . . . . . . . . . . . . . . . . 128

Riemann integral . . . . . . . . . . . . . . . . . . . . . 135

right-hand rule. . . . . . . . . . . . . . . . . . . . 21, 192

ruled surface . . . . . . . . . . . . . . . . . . . . . . . . . . . 45

Index 213

S

saddle point . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85

sample space . . . . . . . . . . . . . . . . . . . . . . . . . . 128

scalar . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9

combination. . . . . . . . . . . . . . . . . . . . . . . . 12

scalar function . . . . . . . . . . . . . . . . . . . . . . . . . 53

scalar triple product . . . . . . . . . . . . . . . . . . . . 25

Second Derivative Test . . . . . . . . . . . . . . . . . 84

second moment. . . . . . . . . . . . . . . . . . . . . . . . 134

second-degree equation. . . . . . . . . . . . . . . . . 43

simple closed curve . . . . . . . . . . . . . . . . . . . 145

simply connected. . . . . . . . . . . . . . . . . 154, 175

smooth function . . . . . . . . . . . . . . . . . . . . 59, 84

solenoidal . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 163

span . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18

sphere . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40

spherical spiral . . . . . . . . . . . . . . . . . . . . . . . . . 54

standard normal distribution . . . . . . . . . 130

steepest descent . . . . . . . . . . . . . . . . . . . . . . . . 95

stereographic projection. . . . . . . . . . . . . . . . 46

Stokes Theorem . . . . . . . . . . . . . . . . . 168, 169

surface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40

doubly ruled . . . . . . . . . . . . . . . . . . . . . . . 45

orientable. . . . . . . . . . . . . . . . . . . . . . . . . 168

ruled . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45

two-sided . . . . . . . . . . . . . . . . . . . . . . . . . 168

surface integral . . . . . . . . . . . . . . . . . . 156, 158

T

tangent plane . . . . . . . . . . . . . . . . . . . . . . . . . . 75

torus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 158

trace. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42

triangle inequality . . . . . . . . . . . . . . . . . . . . . 18

triple integral . . . . . . . . . . . . . . . . . . . . . . . . . 110

cylindrical coordinates. . . . . . . . . . . . 122

spherical coordinates . . . . . . . . . . . . . 122

U

uniform density . . . . . . . . . . . . . . . . . . . . . . . 124

uniform distribution . . . . . . . . . . . . . . . . . . 129

uniformly distributed . . . . . . . . . . . . . . . . . 128

unit disk. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65

V

variance. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 134

vector . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3

addition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9

angle between. . . . . . . . . . . . . . . . . . . . . . 15

basis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12

components . . . . . . . . . . . . . . . . . . . . . . . . 13

direction. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3

magnitude . . . . . . . . . . . . . . . . . . . . . . . . 3, 7

normal . . . . . . . . . . . . . . . . . . . . . . . . 35, 160

normalized. . . . . . . . . . . . . . . . . . . . . . . . . 12

parallel . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9

perpendicular . . . . . . . . . . . . . . . . . . 16, 17

positive unit normal . . . . . . . . . . . . . . 169

principal normal N . . . . . . . . . . . . . . . . 64

scalar multiplication . . . . . . . . . . . . . . . . 9

subtraction. . . . . . . . . . . . . . . . . . . . . . . . . 10

tangent . . . . . . . . . . . . . . . . . . . . . . . . . . . . 52

translation. . . . . . . . . . . . . . . . . . . . . . . . 5, 9

unit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12

unit binormal B. . . . . . . . . . . . . . . . . . . . 64

unit tangent T . . . . . . . . . . . . . . . . . . . . . 64

zero . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3, 4

vector eld . . . . . . . . . . . . . . . . . . . . . . . . . . . . 138

normal . . . . . . . . . . . . . . . . . . . . . . . . . . . . 168

smooth. . . . . . . . . . . . . . . . . . . . . . . . . . . . 150

vector triple product. . . . . . . . . . . . . . . . . . . . 25

velocity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2, 55

volume element . . . . . . . . . . . . . . . . . . . . . . . 110

W

wave equation. . . . . . . . . . . . . . . . . . . . . . . . . . 74

work . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 135, 166

Z

zenith angle . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47

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